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V-Lab

Nanjing Vazyme Biotech Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

110.25%

decreased by 10.36%

1 Week

106.87%

decreased by 13.74%

1 Month

95.62%

decreased by 24.99%

Analysis last updated: Wednesday, August 26, 2026 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Nanjing Vazyme Biotech Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 15, 2021 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 17 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4792
4.84***
α

ARCH

Response to squared shocks

0.1319
3.57***
β

GARCH

Volatility persistence

0.8289
18.33***
γi Spline Coefficients
K=1
γ10.0355
1.57

Persistence:

0.961

Half-life:

17 days