V-Lab
Gorilla Techno Gro Inc -Redh 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 Thursday, September 10th, 2026
1 Day
93.89%
decreased by 9.34%
1 Week
119.41%
increased by 16.18%
1 Month
189.80%
increased by 86.57%
Analysis last updated: Wednesday, September 9, 2026 at 09:17 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 40773 trading days (~161.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Spline-GARCH Model
Tap to view equation
High persistence: persistence 1.000, shock half-life ~40773 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.6158 | 0.05 |
| αARCH | 0.4528 | 0.01 |
| βGARCH | 0.5472 | 0.01 |
Spline Coefficients
K=9
| γ1 | 9.8831 | 0.18 |
| γ2 | -19.4998 | -0.10 |
| γ3 | 11.0701 | 0.05 |
| γ4 | -3.6544 | -0.04 |
| γ5 | 0.8342 | 0.02 |
| γ6 | 5.6811 | 0.07 |
| γ7 | -9.5279 | -0.14 |
| γ8 | 9.1066 | 0.05 |
| γ9 | -4.3040 | -0.04 |
1.000
Persistence40773d
Half-lifeτ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6158 | 0.05 |
α ARCH Response to squared shocks | 0.4528 | 0.01 |
β GARCH Volatility persistence | 0.5472 | 0.01 |
Spline Coefficients
K=9
| γ1 | 9.8831 | 0.18 |
| γ2 | -19.4998 | -0.10 |
| γ3 | 11.0701 | 0.05 |
| γ4 | -3.6544 | -0.04 |
| γ5 | 0.8342 | 0.02 |
| γ6 | 5.6811 | 0.07 |
| γ7 | -9.5279 | -0.14 |
| γ8 | 9.1066 | 0.05 |
| γ9 | -4.3040 | -0.04 |
Persistence:
1.000
Half-life:
40773 days
Other Gorilla Techno Gro Inc -Redh Analyses
Other Spline-GARCH Analyses on Equities