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V-Lab

Autozi Internet Technology Global Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

178.84%

increased by 19.25%

1 Week

230.19%

increased by 70.60%

1 Month

269.72%

increased by 110.13%

Analysis last updated: Friday, July 24, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Autozi Internet Technology Global Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 28, 2024 to Jul 24, 2026

Model 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0722
1.75*
α

ARCH

Response to squared shocks

0.6508
3.28***
β

GARCH

Volatility persistence

0.0643
0.65
γi Spline Coefficients
K=6
γ1-7.1966
-0.42
γ224.5959
1.02
γ3-38.9852
-2.29**
γ450.9310
2.71***
γ5-56.1263
-2.92***
γ635.2254
2.36**

Persistence:

0.715

Half-life:

2 days