V-Lab
Guoxia Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
113.13%
increased by 20.77%
1 Week
122.13%
increased by 29.77%
1 Month
131.60%
increased by 39.24%
Analysis last updated: Sunday, July 26, 2026 at 12:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2025 to Jul 24, 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 | 0.8254 | 3.40*** |
α ARCH Response to squared shocks | 0.3556 | 2.25** |
β GARCH Volatility persistence | 0.4069 | 2.15** |
Spline Coefficients
K=1
| γ1 | -1.6969 | -0.90 |
Persistence:
0.762
Half-life:
3 days
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