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 Tuesday, September 8th, 2026
1 Day
85.44%
decreased by 8.85%
1 Week
108.79%
increased by 14.50%
1 Month
173.11%
increased by 78.82%
Analysis last updated: Friday, September 4, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 9, 2021 to Sep 4, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 9242 trading days (~36.7 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 ~9242 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.6475 | 2.13** |
| αARCH | 0.4372 | 0.64 |
| βGARCH | 0.5627 | 0.83 |
Spline Coefficients
K=10
| γ1 | 24.2350 | 2.33** |
| γ2 | -39.8429 | -2.70*** |
| γ3 | 21.1147 | 3.15*** |
| γ4 | -13.0192 | -1.48 |
| γ5 | 12.4468 | 1.64 |
| γ6 | -10.1446 | -1.67* |
| γ7 | 11.6581 | 1.07 |
| γ8 | -12.7137 | -1.24 |
| γ9 | 11.0197 | 1.18 |
| γ10 | -6.2559 | -0.93 |
1.000
Persistence9242d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6475 | 2.13** |
α ARCH Response to squared shocks | 0.4372 | 0.64 |
β GARCH Volatility persistence | 0.5627 | 0.83 |
Spline Coefficients
K=10
| γ1 | 24.2350 | 2.33** |
| γ2 | -39.8429 | -2.70*** |
| γ3 | 21.1147 | 3.15*** |
| γ4 | -13.0192 | -1.48 |
| γ5 | 12.4468 | 1.64 |
| γ6 | -10.1446 | -1.67* |
| γ7 | 11.6581 | 1.07 |
| γ8 | -12.7137 | -1.24 |
| γ9 | 11.0197 | 1.18 |
| γ10 | -6.2559 | -0.93 |
Persistence:
1.000
Half-life:
9242 days
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