V-Lab
AIFU Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
101.46%
decreased by 1.27%
1 Week
119.67%
increased by 16.94%
1 Month
142.07%
increased by 39.34%
Analysis last updated: Monday, July 27, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2007 to Jul 24, 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 | 1.8482 | 4.85*** |
α ARCH Response to squared shocks | 0.2710 | 7.73*** |
β GARCH Volatility persistence | 0.5487 | 12.50*** |
Spline Coefficients
K=8
| γ1 | 0.5184 | 2.75*** |
| γ2 | -0.9110 | -3.08*** |
| γ3 | 0.7017 | 4.12*** |
| γ4 | -0.4450 | -3.52*** |
| γ5 | 0.1355 | 0.87 |
| γ6 | 0.0785 | 0.55 |
| γ7 | 0.0180 | 0.17 |
| γ8 | -0.2343 | -2.93*** |
Persistence:
0.820
Half-life:
3 days
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