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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

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 Aug 21, 2026

Model 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

ParameterValuet-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**
γi Spline Coefficients
K=7
γ1-115.4672
-2.07**
γ2176.2218
2.17**
γ3-120.5706
-2.51**
γ4153.4831
3.24***
γ5-188.8073
-3.01***
γ6172.4140
3.43***
γ7-115.4523
-5.04***

Persistence:

0.998

Half-life:

291 days