Genfleet Therapeutics Shang Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
96.29%
decreased by 11.53%
1 Week
98.20%
decreased by 9.62%
1 Month
103.85%
decreased by 3.97%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 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 16 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0264 | 3.05*** |
α ARCH Response to squared shocks | 0.2112 | 2.21** |
β GARCH Volatility persistence | 0.7476 | 6.75*** |
Spline Coefficients
K=1
| γ1 | -0.8896 | -0.68 |
Persistence:
0.959
Half-life:
16 days
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