Inlif Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, October 27th, 2026
1 Day
483.20%
decreased by 27.10%
1 Week
739.36%
increased by 229.06%
1 Month
1,339.65%
increased by 829.35%
Analysis last updated: Monday, October 26, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Oct 23, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 1226 trading days (~4.9 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 0.999, shock half-life ~1226 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 2.2311 | 3.80*** |
| αARCH | 0.7346 | 5.13*** |
| βGARCH | 0.2648 | 1.85* |
Spline Coefficients
K=9
| γ1 | -147.9413 | -1.73* |
| γ2 | 185.9355 | 1.65* |
| γ3 | -34.0427 | -0.62 |
| γ4 | -40.3847 | -0.73 |
| γ5 | 144.4686 | 2.23** |
| γ6 | -259.5479 | -3.29*** |
| γ7 | 297.7968 | 3.51*** |
| γ8 | -228.8699 | -2.29** |
| γ9 | 91.9422 | 1.01 |
0.999
Persistence1226d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.2311 | 3.80*** |
α ARCH Response to squared shocks | 0.7346 | 5.13*** |
β GARCH Volatility persistence | 0.2648 | 1.85* |
Spline Coefficients
K=9
| γ1 | -147.9413 | -1.73* |
| γ2 | 185.9355 | 1.65* |
| γ3 | -34.0427 | -0.62 |
| γ4 | -40.3847 | -0.73 |
| γ5 | 144.4686 | 2.23** |
| γ6 | -259.5479 | -3.29*** |
| γ7 | 297.7968 | 3.51*** |
| γ8 | -228.8699 | -2.29** |
| γ9 | 91.9422 | 1.01 |
Persistence:
0.999
Half-life:
1226 days
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