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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

Date Range:

from

to

6M ·

All

graph of Estun Automation Co Ltd SGARCH

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 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

ParameterValuet-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
γi Spline Coefficients
K=2
γ172.8625
0.00
γ2-152.7230
-0.04

Persistence:

1.000

Half-life:

33007 days