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V-Lab

Shanghai Kinlita Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

64.46%

increased by 3.37%

1 Week

64.89%

increased by 3.80%

1 Month

66.03%

increased by 4.94%

Analysis last updated: Tuesday, July 14, 2026 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Kinlita Chemical Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 31, 2011 to Jul 10, 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 10 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6326
10.77***
α

ARCH

Response to squared shocks

0.0944
5.98***
β

GARCH

Volatility persistence

0.8393
31.26***
γi Spline Coefficients
K=1
γ1-0.0052
-4.52***

Persistence:

0.934

Half-life:

10 days