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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 31, 2011 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0052 | -4.52*** |
Persistence:
0.934
Half-life:
10 days
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