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V-Lab

Kyoritsu Maintenance Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

27.49%

decreased by 0.94%

1 Week

29.66%

increased by 1.23%

1 Month

30.58%

increased by 2.15%

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 S0GARCH

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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0115
13.31***
α

ARCH

Response to squared shocks

0.1747
3.07***
β

GARCH

Volatility persistence

0.3046
2.55**
γi Spline Coefficients
K=1
γ10.0015
0.25

Persistence:

0.479

Half-life:

1 days