Abionyx Pharma SA Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 22nd, 2026
1 Day
57.87%
decreased by 0.29%
1 Week
67.79%
increased by 9.63%
1 Month
72.40%
increased by 14.24%
Analysis last updated: Thursday, October 22, 2026 at 08:37 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2016 to Oct 19, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 4.9577 | 1.98** |
| αARCH | 0.4483 | 3.64*** |
| βGARCH | 0.0827 | 1.07 |
Spline Coefficients
K=9
| γ1 | 56.5223 | 5.19*** |
| γ2 | -85.5756 | -5.14*** |
| γ3 | 39.0696 | 3.00*** |
| γ4 | -14.4473 | -1.06 |
| γ5 | 11.5252 | 0.96 |
| γ6 | -8.7050 | -1.10 |
| γ7 | -4.0872 | -0.61 |
| γ8 | 11.4519 | 1.36 |
| γ9 | -7.2529 | -1.28 |
0.531
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.9577 | 1.98** |
α ARCH Response to squared shocks | 0.4483 | 3.64*** |
β GARCH Volatility persistence | 0.0827 | 1.07 |
Spline Coefficients
K=9
| γ1 | 56.5223 | 5.19*** |
| γ2 | -85.5756 | -5.14*** |
| γ3 | 39.0696 | 3.00*** |
| γ4 | -14.4473 | -1.06 |
| γ5 | 11.5252 | 0.96 |
| γ6 | -8.7050 | -1.10 |
| γ7 | -4.0872 | -0.61 |
| γ8 | 11.4519 | 1.36 |
| γ9 | -7.2529 | -1.28 |
Persistence:
0.531
Half-life:
1 days
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