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V-Lab

Inlif Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

698.41%

decreased by 33.89%

1 Week

1,064.42%

increased by 332.12%

1 Month

1,923.91%

increased by 1,191.61%

Analysis last updated: Friday, July 10, 2026 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Inlif Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 2025 to Jul 10, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 953 trading days (~3.8 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5691
2.83***
α

ARCH

Response to squared shocks

0.7030
4.50***
β

GARCH

Volatility persistence

0.2963
1.91*
γi Spline Coefficients
K=10
γ1-217.5836
-0.90
γ2204.8331
0.68
γ355.0656
0.40
γ4-32.3291
-0.26
γ5-70.9039
-0.52
γ6116.5792
0.94
γ748.9865
0.57
γ8-364.5660
-2.94***
γ9518.3417
2.71***
γ10-351.5061
-2.23**

Persistence:

0.999

Half-life:

953 days