V-Lab
Genfleet Therapeutics Shang Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
87.90%
increased by 6.23%
1 Week
92.84%
increased by 11.17%
1 Month
104.01%
increased by 22.34%
Analysis last updated: Saturday, August 8, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 to Aug 7, 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 8 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9867 | 3.36*** |
α ARCH Response to squared shocks | 0.1733 | 1.74* |
β GARCH Volatility persistence | 0.7481 | 5.68*** |
Spline Coefficients
K=1
| γ1 | 1.2687 | 0.35 |
Persistence:
0.921
Half-life:
8 days
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