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Everflow Resources 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 Friday, September 11th, 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: Friday, September 11, 2026 at 05:53 PM UTC

Date Range:

from

to

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 4, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 57762 trading days (~229.2 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 ~57762 days
ParamValuet-stat
ωconst1.6691
αARCH0.5610
βGARCH0.4390
∑γi Spline Coefficients
K=10
γ1-47.2125
γ243.3445
γ377.9890
γ4-25.5205
γ5-182.5231
γ6-118.2465
γ71,078.2501
γ8-1,405.0962
γ9641.3344
γ10-51.6113

1.000

Persistence

57762d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.6691
α

ARCH

Response to squared shocks

0.5610
β

GARCH

Volatility persistence

0.4390
∑γi Spline Coefficients
K=10
γ1-47.2125
γ243.3445
γ377.9890
γ4-25.5205
γ5-182.5231
γ6-118.2465
γ71,078.2501
γ8-1,405.0962
γ9641.3344
γ10-51.6113

Persistence:

1.000

Half-life:

57762 days