Skip to main content
V-Lab

Para Light Electronics Co Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

87.43%

decreased by 5.62%

1 Week

83.35%

decreased by 9.70%

1 Month

70.88%

decreased by 22.17%

Analysis last updated: Tuesday, July 14, 2026 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Para Light Electronics Co S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 3, 2003 to Jul 3, 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 11 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1769
13.19***
α

ARCH

Response to squared shocks

0.1098
8.36***
β

GARCH

Volatility persistence

0.8315
39.28***
γi Spline Coefficients
K=1
γ10.0007
2.20**

Persistence:

0.941

Half-life:

11 days