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V-Lab

Estun Automation Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

147.83%

increased by 0.21%

1 Week

148.24%

increased by 0.62%

1 Month

149.88%

increased by 2.26%

Analysis last updated: Wednesday, August 5, 2026 at 06:50 PM UTC

Date Range:

from

to

6M ·

All

graph of Estun Automation Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 9, 2026 to Jul 31, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 380 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8191
3.49***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9982
24.02***
γi Spline Coefficients
K=1
γ1-10.2351
-0.29

Persistence:

0.998

Half-life:

380 days