V-Lab
Inlif Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
1,313.64%
decreased by 1.28%
1 Week
2,003.16%
increased by 688.24%
1 Month
3,607.89%
increased by 2,292.97%
Analysis last updated: Tuesday, August 25, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 291 trading days (~1.2 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5843 | 3.11*** |
α ARCH Response to squared shocks | 0.6667 | 5.03*** |
β GARCH Volatility persistence | 0.3309 | 2.49** |
Spline Coefficients
K=7
| γ1 | -115.4672 | -2.07** |
| γ2 | 176.2218 | 2.17** |
| γ3 | -120.5706 | -2.51** |
| γ4 | 153.4831 | 3.24*** |
| γ5 | -188.8073 | -3.01*** |
| γ6 | 172.4140 | 3.43*** |
| γ7 | -115.4523 | -5.04*** |
Persistence:
0.998
Half-life:
291 days
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