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V-Lab
V-Lab

Garden Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Friday, October 23rd, 2026

1 Day

14.05%

decreased by 0.39%

1 Week

14.33%

decreased by 0.11%

1 Month

14.45%

increased by 0.01%

Analysis last updated: Friday, October 23, 2026 at 07:34 PM UTC

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Date Range:

from

10/22/2024

to

10/22/2026

6M ·

1Y ·

All

graph of Garden Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Oct 16, 2026

Model 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst2.2727
5.40***
αARCH0.1982
1.74*
βGARCH0.2873
1.17
∑γi Spline Coefficients
K=1
γ10.6960
5.78***

0.486

Persistence

1d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.2727
5.40***
α

ARCH

Response to squared shocks

0.1982
1.74*
β

GARCH

Volatility persistence

0.2873
1.17
∑γi Spline Coefficients
K=1
γ10.6960
5.78***

Persistence:

0.486

Half-life:

1 days