AIFU Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
108.74%
increased by 2.93%
1 Week
124.40%
increased by 18.59%
1 Month
144.86%
increased by 39.05%
Analysis last updated: Monday, July 20, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 2007 to Jul 17, 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 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9011 | 4.86*** |
α ARCH Response to squared shocks | 0.2709 | 7.73*** |
β GARCH Volatility persistence | 0.5564 | 12.83*** |
Spline Coefficients
K=8
| γ1 | 0.5373 | 2.81*** |
| γ2 | -0.9390 | -3.13*** |
| γ3 | 0.7154 | 4.16*** |
| γ4 | -0.4517 | -3.54*** |
| γ5 | 0.1388 | 0.88 |
| γ6 | 0.0752 | 0.51 |
| γ7 | 0.0242 | 0.23 |
| γ8 | -0.2424 | -2.96*** |
Persistence:
0.827
Half-life:
4 days
Other Zero Slope Spline-GARCH Analyses on Equities