V-Lab
Estun Automation Co Ltd Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 5th, 2026
1 Day
103.88%
unchanged at 0.00%
1 Week
103.89%
increased by 0.01%
1 Month
103.91%
increased by 0.03%
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 1.000, volatility shocks have a half-life of 33007 trading days (~131.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3680 | 0.00 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 1.0000 | 0.00 |
Spline Coefficients
K=2
| γ1 | 72.8625 | 0.00 |
| γ2 | -152.7230 | -0.04 |
Persistence:
1.000
Half-life:
33007 days
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