V-Lab
Meiko Trans Co Ltd GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
19.50%
decreased by 0.38%
1 Week
20.16%
increased by 0.28%
1 Month
22.50%
increased by 2.62%
Analysis last updated: Saturday, August 8, 2026 at 10:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 1993 to Aug 7, 2026Model Insight
With persistence 0.992, volatility shocks have a half-life of 84 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0652 | 8.02*** |
α ARCH Response to squared shocks | 0.0715 | 21.16*** |
β GARCH Volatility persistence | 0.9203 | 221.76*** |
Persistence:
0.992
Half-life:
84 days
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