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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Gorilla Techno Gro Inc -Redh SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 9, 2021 to Sep 4, 2026

Model 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
ParamValuet-stat
ωconst1.6158
0.05
αARCH0.4528
0.01
βGARCH0.5472
0.01
γi Spline Coefficients
K=9
γ19.8831
0.18
γ2-19.4998
-0.10
γ311.0701
0.05
γ4-3.6544
-0.04
γ50.8342
0.02
γ65.6811
0.07
γ7-9.5279
-0.14
γ89.1066
0.05
γ9-4.3040
-0.04

1.000

Persistence

40773d

Half-life
τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-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
γi Spline Coefficients
K=9
γ19.8831
0.18
γ2-19.4998
-0.10
γ311.0701
0.05
γ4-3.6544
-0.04
γ50.8342
0.02
γ65.6811
0.07
γ7-9.5279
-0.14
γ89.1066
0.05
γ9-4.3040
-0.04

Persistence:

1.000

Half-life:

40773 days