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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 4, 2022 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=2
| γ1 | 0.4476 | 3.43*** |
| γ2 | -0.5539 | -3.34*** |
Persistence:
0.817
Half-life:
3 days
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