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V-Lab

Kunlun Tech Co Ltd Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

78.56%

decreased by 0.89%

1 Week

79.00%

decreased by 0.45%

1 Month

80.52%

increased by 1.07%

Analysis last updated: Tuesday, July 14, 2026 at 06:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kunlun Tech Co Ltd SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 21, 2015 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 38 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7723
6.58***
α

ARCH

Response to squared shocks

0.0366
3.55***
β

GARCH

Volatility persistence

0.9455
63.23***
γi Spline Coefficients
K=1
γ10.0114
1.08

Persistence:

0.982

Half-life:

38 days