V-Lab
Inlif Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
122.80%
decreased by 15.06%
1 Week
176.26%
increased by 38.40%
1 Month
307.80%
increased by 169.94%
Analysis last updated: Friday, September 11, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Sep 11, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 1027 trading days (~4.1 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 ~1027 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.5716 | 3.01*** |
| αARCH | 0.6668 | 5.15*** |
| βGARCH | 0.3325 | 2.58** |
Spline Coefficients
K=10
| γ1 | -210.8698 | -1.36 |
| γ2 | 232.3100 | 1.21 |
| γ3 | 11.1209 | 0.13 |
| γ4 | -61.6242 | -0.83 |
| γ5 | 15.6662 | 0.29 |
| γ6 | 150.6050 | 1.78* |
| γ7 | -362.5626 | -2.83*** |
| γ8 | 448.5875 | 2.62*** |
| γ9 | -389.9166 | -2.21** |
| γ10 | 221.5305 | 2.15** |
0.999
Persistence1027d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5716 | 3.01*** |
α ARCH Response to squared shocks | 0.6668 | 5.15*** |
β GARCH Volatility persistence | 0.3325 | 2.58** |
Spline Coefficients
K=10
| γ1 | -210.8698 | -1.36 |
| γ2 | 232.3100 | 1.21 |
| γ3 | 11.1209 | 0.13 |
| γ4 | -61.6242 | -0.83 |
| γ5 | 15.6662 | 0.29 |
| γ6 | 150.6050 | 1.78* |
| γ7 | -362.5626 | -2.83*** |
| γ8 | 448.5875 | 2.62*** |
| γ9 | -389.9166 | -2.21** |
| γ10 | 221.5305 | 2.15** |
Persistence:
0.999
Half-life:
1027 days
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