V-Lab
Kunlun Tech Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
77.15%
decreased by 1.41%
1 Week
77.14%
decreased by 1.42%
1 Month
77.12%
decreased by 1.44%
Analysis last updated: Wednesday, August 26, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2015 to Aug 21, 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 39 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8313 | 5.73*** |
α ARCH Response to squared shocks | 0.0355 | 3.54*** |
β GARCH Volatility persistence | 0.9469 | 65.29*** |
Spline Coefficients
K=2
| γ1 | 0.0332 | 1.34 |
| γ2 | -0.0515 | -1.59 |
Persistence:
0.982
Half-life:
39 days
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