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V-Lab

Giant Biogene Holding Co Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

49.76%

decreased by 0.55%

1 Week

50.50%

increased by 0.19%

1 Month

51.53%

increased by 1.22%

Analysis last updated: Tuesday, July 14, 2026 at 06:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Giant Biogene Holding Co S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 4, 2022 to Jul 10, 2026

Model 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 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4038
7.52***
α

ARCH

Response to squared shocks

0.0549
2.07**
β

GARCH

Volatility persistence

0.7620
6.76***
γi Spline Coefficients
K=2
γ10.4476
3.43***
γ2-0.5539
-3.34***

Persistence:

0.817

Half-life:

3 days