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V-Lab

Kyoritsu Maintenance Co Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

28.35%

decreased by 1.09%

1 Week

29.74%

increased by 0.30%

1 Month

30.64%

increased by 1.20%

Analysis last updated: Saturday, August 8, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kyoritsu Maintenance Co Ltd MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 20, 2021 to Aug 7, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 87% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

111
α

ARCH

Response to squared shocks

0.0882
8.07***
β

GARCH

Volatility persistence

0.4923
9.26***
γ

leverage

Additional response to negative shocks

0.0770
3.97***
λ₁

tau intercept

Baseline long-term coefficient

3.8015
0.00
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.00
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.619

Half-life:

1 days