Bai-Kakaji Polymers Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
54.22%
increased by 1.88%
1 Week
56.11%
increased by 3.77%
1 Month
57.75%
increased by 5.41%
Analysis last updated: Tuesday, July 14, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 31, 2025 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7454 | 4.73*** |
α ARCH Response to squared shocks | 0.2084 | 1.79* |
β GARCH Volatility persistence | 0.4938 | 1.36 |
Spline Coefficients
K=1
| γ1 | -2.7320 | -1.44 |
Persistence:
0.702
Half-life:
2 days
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