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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Euda Health Holdings Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2021 to Aug 21, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=10
γ136.2533
2.36**
γ2-20.1885
-1.02
γ3-45.5692
-4.90***
γ441.5183
3.53***
γ5-17.7558
-1.80*
γ69.4518
0.85
γ7-9.0116
-0.76
γ819.0180
1.91*
γ9-27.7207
-3.05***
γ1018.3169
2.76***

Persistence:

0.991

Half-life:

73 days