Wenzhou Yihua Connector Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
71.83%
decreased by 5.71%
1 Week
69.65%
decreased by 7.89%
1 Month
63.75%
decreased by 13.79%
Analysis last updated: Tuesday, July 14, 2026 at 06:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 7, 2017 to Jul 10, 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 9 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2409 | 10.22*** |
α ARCH Response to squared shocks | 0.1239 | 6.70*** |
β GARCH Volatility persistence | 0.8037 | 26.67*** |
Spline Coefficients
K=1
| γ1 | 0.0068 | 2.37** |
Persistence:
0.928
Half-life:
9 days
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