Ecofinity Atomix Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
38.57%
decreased by 1.48%
1 Week
43.46%
increased by 3.41%
1 Month
49.79%
increased by 9.74%
Analysis last updated: Tuesday, July 14, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2015 to Jul 10, 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 | 0.6782 | 4.73*** |
α ARCH Response to squared shocks | 0.2313 | 6.81*** |
β GARCH Volatility persistence | 0.5909 | 8.98*** |
Spline Coefficients
K=3
| γ1 | 0.6911 | 3.43*** |
| γ2 | -1.1438 | -3.84*** |
| γ3 | 0.5395 | 2.97*** |
Persistence:
0.822
Half-life:
4 days
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