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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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* |
Spline Coefficients
K=10
| γ1 | -217.5836 | -0.90 |
| γ2 | 204.8331 | 0.68 |
| γ3 | 55.0656 | 0.40 |
| γ4 | -32.3291 | -0.26 |
| γ5 | -70.9039 | -0.52 |
| γ6 | 116.5792 | 0.94 |
| γ7 | 48.9865 | 0.57 |
| γ8 | -364.5660 | -2.94*** |
| γ9 | 518.3417 | 2.71*** |
| γ10 | -351.5061 | -2.23** |
Persistence:
0.999
Half-life:
953 days
Other Zero Slope Spline-GARCH Analyses on Equities