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V-Lab

Makoto Construction Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, July 24th, 2026

1 Day

31.17%

increased by 0.68%

1 Week

34.21%

increased by 3.72%

1 Month

42.17%

increased by 11.68%

Analysis last updated: Friday, July 24, 2026 at 07:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Makoto Construction Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 21, 2006 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. Returns follow a Student-t distribution with v = 2.51 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

13.6585
3.36***
α

ARCH

Response to squared shocks

0.1704
30.89***
β

GARCH

Volatility persistence

0.9580
76.17***
ν

DF

Student-t tail thickness

2.5096
42.93***

Persistence:

0.958

Half-life:

16 days