Airan Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
33.11%
increased by 4.40%
1 Week
34.50%
increased by 5.79%
1 Month
35.39%
increased by 6.68%
Analysis last updated: Thursday, October 29, 2026 at 10:19 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 16, 2018 to Oct 23, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.1861 | 2.17** |
| αARCH | 0.2604 | 4.83*** |
| βGARCH | 0.3540 | 3.68*** |
Spline Coefficients
K=6
| γ1 | -0.3954 | -1.09 |
| γ2 | 0.7793 | 1.58 |
| γ3 | -0.8361 | -2.00** |
| γ4 | 1.0423 | 2.79*** |
| γ5 | -1.1203 | -3.15*** |
| γ6 | 0.7606 | 2.73*** |
0.614
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1861 | 2.17** |
α ARCH Response to squared shocks | 0.2604 | 4.83*** |
β GARCH Volatility persistence | 0.3540 | 3.68*** |
Spline Coefficients
K=6
| γ1 | -0.3954 | -1.09 |
| γ2 | 0.7793 | 1.58 |
| γ3 | -0.8361 | -2.00** |
| γ4 | 1.0423 | 2.79*** |
| γ5 | -1.1203 | -3.15*** |
| γ6 | 0.7606 | 2.73*** |
Persistence:
0.614
Half-life:
1 days
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