Tianjin Pengling Rubber Hose Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
45.78%
increased by 6.20%
1 Week
46.42%
increased by 6.84%
1 Month
48.13%
increased by 8.55%
Analysis last updated: Tuesday, July 14, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2014 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 12 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1577 | 9.21*** |
α ARCH Response to squared shocks | 0.1665 | 5.78*** |
β GARCH Volatility persistence | 0.7753 | 23.36*** |
Spline Coefficients
K=1
| γ1 | 0.0015 | 0.73 |
Persistence:
0.942
Half-life:
12 days
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