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V-Lab

Liberty Defense Holdings Ltd 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, August 24th, 2026

1 Day

138.19%

increased by 12.53%

1 Week

158.64%

increased by 32.98%

1 Month

222.38%

increased by 96.72%

Analysis last updated: Friday, August 21, 2026 at 09:44 PM UTC

Date Range:

from

to

6M ·

All

graph of Liberty Defense Holdings Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2026 to Aug 21, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 99021 trading days (~392.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8109
0.15
α

ARCH

Response to squared shocks

0.5191
0.01
β

GARCH

Volatility persistence

0.4809
0.00
γi Spline Coefficients
K=1
γ1-83.7461
0.00

Persistence:

1.000

Half-life:

99021 days