Kyoritsu Maintenance Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
27.98%
decreased by 3.44%
1 Week
29.74%
decreased by 1.68%
1 Month
30.71%
decreased by 0.71%
Analysis last updated: Saturday, July 18, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 2021 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 5.96 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.8226 | 18.53*** |
α ARCH Response to squared shocks | 0.1580 | 5.46*** |
β GARCH Volatility persistence | 0.5690 | 23.46*** |
ν DF Student-t tail thickness | 5.9600 | 1.72* |
Persistence:
0.569
Half-life:
1 days
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