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V-Lab

Xi'An Peri Power Semiconductor Converting Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

76.52%

decreased by 1.18%

1 Week

80.61%

increased by 2.91%

1 Month

86.05%

increased by 8.35%

Analysis last updated: Tuesday, August 25, 2026 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xi'An Peri Power Semiconductor Converting Technology Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 7, 2020 to Aug 21, 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 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6257
4.94***
α

ARCH

Response to squared shocks

0.0887
2.46**
β

GARCH

Volatility persistence

0.7242
6.41***
γi Spline Coefficients
K=9
γ13.0252
1.25
γ2-4.9244
-1.29
γ32.8030
1.15
γ4-2.4045
-1.28
γ54.1930
2.44**
γ6-3.0529
-1.48
γ7-2.5078
-1.15
γ86.9630
4.25***
γ9-6.1217
-3.99***

Persistence:

0.813

Half-life:

3 days