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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -10.2351 | -0.29 |
Persistence:
0.998
Half-life:
380 days
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