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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 2021 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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