V-Lab
Xi'An Peri Power Semiconductor Converting Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
82.57%
decreased by 1.03%
1 Week
86.80%
increased by 3.20%
1 Month
92.11%
increased by 8.51%
Analysis last updated: Saturday, August 8, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 7, 2020 to Aug 7, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5801 | 4.34*** |
α ARCH Response to squared shocks | 0.0919 | 2.39** |
β GARCH Volatility persistence | 0.7072 | 6.37*** |
Spline Coefficients
K=10
| γ1 | 2.9528 | 0.86 |
| γ2 | -4.2967 | -0.82 |
| γ3 | 1.3324 | 0.42 |
| γ4 | -0.3238 | -0.13 |
| γ5 | 0.4767 | 0.23 |
| γ6 | 2.1499 | 1.02 |
| γ7 | -3.4062 | -1.18 |
| γ8 | -2.0892 | -0.55 |
| γ9 | 9.0893 | 3.21*** |
| γ10 | -9.0317 | -6.97*** |
Persistence:
0.799
Half-life:
3 days
Other Xi'An Peri Power Semiconductor Converting Technology Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities