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Everflow Resources Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, September 30th, 2026

1 Day

4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

unchanged at 0.00%

1 Week

1,896,150,392,769,518,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

decreased by 2,343,770,781,026,051,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

1 Month

925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

decreased by 3,314,694,520,482,988,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

Analysis last updated: Wednesday, September 30, 2026 at 06:08 PM UTC

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Date Range:

from

09/29/2024

to

09/29/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everflow Resources Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 31, 2007 to Sep 23, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1703 trading days (~6.8 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

High persistence: persistence 1.000, shock half-life ~1703 days
ParamValuet-stat
ωconst0.0173
αARCH0.5317
βGARCH0.4679
∑γi Spline Coefficients
K=9
γ1-50.5477
γ222.3748
γ3102.5744
γ448.1742
γ5-610.7719
γ61,224.5759
γ7-1,115.5545
γ8371.4386
γ921.5258

1.000

Persistence

1703d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0173
α

ARCH

Response to squared shocks

0.5317
β

GARCH

Volatility persistence

0.4679
∑γi Spline Coefficients
K=9
γ1-50.5477
γ222.3748
γ3102.5744
γ448.1742
γ5-610.7719
γ61,224.5759
γ7-1,115.5545
γ8371.4386
γ921.5258

Persistence:

1.000

Half-life:

1703 days