V-Lab
Digital Currency X Technology Inc Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, September 14th, 2026
1 Day
67.44%
1 Week
101.47%
1 Month
182.44%
Analysis last updated: Friday, September 11, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 7, 2021 to Sep 11, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 86643 trading days (~343.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Zero Slope Spline-GARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.1034 | 0.07 |
| αARCH | 0.8257 | 0.00 |
| βGARCH | 0.1743 | 0.00 |
| γ1 | -42.4417 | -0.01 |
| γ2 | 48.2885 | 0.01 |
| γ3 | -9.9841 | -0.11 |
| γ4 | 11.0918 | 0.01 |
| γ5 | -15.3994 | 0.00 |
| γ6 | 12.4116 | 0.00 |
1.000
Persistence86643d
Half-lifeZero Slope Spline-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1034 | 0.07 |
α ARCH Response to squared shocks | 0.8257 | 0.00 |
β GARCH Volatility persistence | 0.1743 | 0.00 |
| γ1 | -42.4417 | -0.01 |
| γ2 | 48.2885 | 0.01 |
| γ3 | -9.9841 | -0.11 |
| γ4 | 11.0918 | 0.01 |
| γ5 | -15.3994 | 0.00 |
| γ6 | 12.4116 | 0.00 |
Persistence:
1.000
Half-life:
86643 days
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