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V-Lab
V-Lab

Garden Co Ltd Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, October 13th, 2026

1 Day

9.84%

decreased by 0.08%

1 Week

10.27%

increased by 0.35%

1 Month

10.44%

increased by 0.52%

Analysis last updated: Saturday, October 10, 2026 at 11:53 PM UTC

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Date Range:

from

10/09/2024

to

10/09/2026

6M ·

1Y ·

All

graph of Garden Co Ltd SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Oct 9, 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

Spline-GARCH Model

Tap to view equation

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.9583
4.03***
αARCH0.1094
1.31
βGARCH0.3412
1.02
∑γi Spline Coefficients
K=1
γ10.1871
0.36

0.451

Persistence

1d

Half-life
τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9583
4.03***
α

ARCH

Response to squared shocks

0.1094
1.31
β

GARCH

Volatility persistence

0.3412
1.02
∑γi Spline Coefficients
K=1
γ10.1871
0.36

Persistence:

0.451

Half-life:

1 days