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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 28, 2024 to Jul 24, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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 |
Spline Coefficients
K=6
| γ1 | -7.1966 | -0.42 |
| γ2 | 24.5959 | 1.02 |
| γ3 | -38.9852 | -2.29** |
| γ4 | 50.9310 | 2.71*** |
| γ5 | -56.1263 | -2.92*** |
| γ6 | 35.2254 | 2.36** |
Persistence:
0.715
Half-life:
2 days
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