V-Lab
Avi Polymers Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Week
1,896,150,392,769,518,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Month
925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Thursday, June 4, 2026 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2015 to May 29, 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 10 trading days.
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.2332 | |
α ARCH Response to squared shocks | 0.5284 | |
β GARCH Volatility persistence | 0.4037 |
| γ1 | -442.3691 | |
| γ2 | 221.3992 | |
| γ3 | 1,060.4410 | |
| γ4 | -1,006.9710 | |
| γ5 | -314.0780 | |
| γ6 | 694.8464 | |
| γ7 | -100.6417 | |
| γ8 | -244.4756 | |
| γ9 | 173.6986 |
Persistence:
0.932
Half-life:
10 days
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