V-Lab
Inlif Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, October 6th, 2026
1 Day
175.84%
decreased by 45.42%
1 Week
218.08%
decreased by 3.18%
1 Month
292.76%
increased by 71.50%
Analysis last updated: Monday, October 5, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Oct 2, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9399 | 0.81 |
| αARCH | 0.5948 | 3.72*** |
| βGARCH | 0.3141 | 1.82* |
Spline Coefficients
K=10
| γ1 | -37.9752 | -0.35 |
| γ2 | 21.2281 | 0.14 |
| γ3 | 72.7094 | 0.83 |
| γ4 | -112.5468 | -1.47 |
| γ5 | 83.7667 | 1.78* |
| γ6 | 63.9745 | 1.29 |
| γ7 | -296.1516 | -3.30*** |
| γ8 | 432.5442 | 3.35*** |
| γ9 | -379.8100 | -2.69*** |
| γ10 | 185.7310 | 1.94* |
0.909
Persistence7d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9399 | 0.81 |
α ARCH Response to squared shocks | 0.5948 | 3.72*** |
β GARCH Volatility persistence | 0.3141 | 1.82* |
Spline Coefficients
K=10
| γ1 | -37.9752 | -0.35 |
| γ2 | 21.2281 | 0.14 |
| γ3 | 72.7094 | 0.83 |
| γ4 | -112.5468 | -1.47 |
| γ5 | 83.7667 | 1.78* |
| γ6 | 63.9745 | 1.29 |
| γ7 | -296.1516 | -3.30*** |
| γ8 | 432.5442 | 3.35*** |
| γ9 | -379.8100 | -2.69*** |
| γ10 | 185.7310 | 1.94* |
Persistence:
0.909
Half-life:
7 days
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