V-Lab
Galileo Resources PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
71.29%
unchanged at 0.00%
1 Week
82.46%
increased by 11.17%
1 Month
86.63%
increased by 15.34%
Analysis last updated: Sunday, August 9, 2026 at 01:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 28, 2011 to Aug 7, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1356 | 2.98*** |
α ARCH Response to squared shocks | 0.2918 | 5.25*** |
β GARCH Volatility persistence | 0.1479 | 2.02** |
Spline Coefficients
K=10
| γ1 | 1.3390 | 2.62*** |
| γ2 | -1.7045 | -2.24** |
| γ3 | 0.1841 | 0.32 |
| γ4 | -0.2205 | -0.49 |
| γ5 | 1.7567 | 3.74*** |
| γ6 | -2.7550 | -5.33*** |
| γ7 | 1.9770 | 3.51*** |
| γ8 | -0.7811 | -1.51 |
| γ9 | 0.6831 | 1.33 |
| γ10 | -0.7892 | -1.70* |
Persistence:
0.440
Half-life:
1 days
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