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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Genfleet Therapeutics Shang S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 19, 2025 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 16 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.8896
-0.68

Persistence:

0.959

Half-life:

16 days