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V-Lab

Liberty Defense Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

39.27%

decreased by 11.26%

1 Week

40.93%

decreased by 9.60%

1 Month

41.41%

decreased by 9.12%

Analysis last updated: Friday, July 24, 2026 at 09:38 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 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6274
4.15***
α

ARCH

Response to squared shocks

0.2970
1.31
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=1
γ120.1808
2.64***

Persistence:

0.297

Half-life:

1 days