V-Lab
Euda Health Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
174.51%
increased by 63.41%
1 Week
184.16%
increased by 73.06%
1 Month
216.59%
increased by 105.49%
Analysis last updated: Monday, August 24, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2021 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 73 trading days (~0.3 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5797 | 0.58 |
α ARCH Response to squared shocks | 0.3449 | 3.01*** |
β GARCH Volatility persistence | 0.6456 | 6.61*** |
Spline Coefficients
K=10
| γ1 | 36.2533 | 2.36** |
| γ2 | -20.1885 | -1.02 |
| γ3 | -45.5692 | -4.90*** |
| γ4 | 41.5183 | 3.53*** |
| γ5 | -17.7558 | -1.80* |
| γ6 | 9.4518 | 0.85 |
| γ7 | -9.0116 | -0.76 |
| γ8 | 19.0180 | 1.91* |
| γ9 | -27.7207 | -3.05*** |
| γ10 | 18.3169 | 2.76*** |
Persistence:
0.991
Half-life:
73 days
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