V-Lab
Gorilla Techno Gro Inc -Redh 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 Monday, September 21st, 2026
1 Day
70.78%
1 Week
93.13%
1 Month
152.69%
Analysis last updated: Friday, September 18, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 9, 2021 to Sep 18, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 10663 trading days (~42.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Zero Slope Spline-GARCH Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.7073 | 2.41** |
| αARCH | 0.4300 | 0.40 |
| βGARCH | 0.5699 | 0.53 |
| γ1 | 23.5060 | 1.94* |
| γ2 | -38.8467 | -2.26** |
| γ3 | 20.5792 | 2.49** |
| γ4 | -12.0823 | -1.29 |
| γ5 | 10.8026 | 1.28 |
| γ6 | -7.9255 | -1.39 |
| γ7 | 9.0091 | 0.90 |
| γ8 | -10.0195 | -1.05 |
| γ9 | 8.6965 | 0.89 |
| γ10 | -4.7876 | -0.65 |
1.000
Persistence10663d
Half-lifeZero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7073 | 2.41** |
α ARCH Response to squared shocks | 0.4300 | 0.40 |
β GARCH Volatility persistence | 0.5699 | 0.53 |
| γ1 | 23.5060 | 1.94* |
| γ2 | -38.8467 | -2.26** |
| γ3 | 20.5792 | 2.49** |
| γ4 | -12.0823 | -1.29 |
| γ5 | 10.8026 | 1.28 |
| γ6 | -7.9255 | -1.39 |
| γ7 | 9.0091 | 0.90 |
| γ8 | -10.0195 | -1.05 |
| γ9 | 8.6965 | 0.89 |
| γ10 | -4.7876 | -0.65 |
Persistence:
1.000
Half-life:
10663 days
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