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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 2021 to Aug 7, 2026Model 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
| Parameter | Value | t-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** |
Spline Coefficients
K=1
| γ1 | 0.0015 | 0.25 |
Persistence:
0.479
Half-life:
1 days
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