V-Lab
Kyoritsu Maintenance Co Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
34.11%
increased by 2.99%
1 Week
34.81%
increased by 3.69%
1 Month
35.10%
increased by 3.98%
Analysis last updated: Tuesday, August 11, 2026 at 06:49 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1156 | 12.69*** |
α ARCH Response to squared shocks | 0.1815 | 3.12*** |
β GARCH Volatility persistence | 0.2629 | 2.43** |
Spline Coefficients
K=1
| γ1 | 0.0383 | 1.55 |
Persistence:
0.444
Half-life:
1 days
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