Leshan Giantstar Farming & Husbandry Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
49.68%
decreased by 5.34%
1 Week
47.39%
decreased by 7.63%
1 Month
42.55%
decreased by 12.47%
Analysis last updated: Tuesday, July 14, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2017 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 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3713 | 6.30*** |
α ARCH Response to squared shocks | 0.1275 | 5.61*** |
β GARCH Volatility persistence | 0.7525 | 16.33*** |
Spline Coefficients
K=3
| γ1 | 0.1911 | 2.28** |
| γ2 | -0.3229 | -2.71*** |
| γ3 | 0.1993 | 3.60*** |
Persistence:
0.880
Half-life:
5 days
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