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V-Lab

Kyoritsu Maintenance Co Ltd GARCH Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

28.64%

decreased by 2.96%

1 Week

30.30%

decreased by 1.30%

1 Month

31.01%

decreased by 0.59%

Analysis last updated: Friday, August 7, 2026 at 06:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kyoritsu Maintenance Co Ltd GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 20, 2021 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.0399
19.45***
α

ARCH

Response to squared shocks

0.1794
12.48***
β

GARCH

Volatility persistence

0.2937
10.31***

Persistence:

0.473

Half-life:

1 days