Inlif Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
635.50%
increased by 0.52%
1 Week
841.39%
increased by 206.41%
1 Month
1,043.78%
increased by 408.80%
Analysis last updated: Friday, October 16, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Oct 16, 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 3 trading days.
τ
Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9142 | 1.13 |
| αARCH | 0.4696 | 3.32*** |
| βGARCH | 0.3168 | 1.50 |
Spline Coefficients
K=10
| γ1 | -8.2844 | -0.08 |
| γ2 | -5.4782 | -0.04 |
| γ3 | 61.2324 | 0.71 |
| γ4 | -109.4590 | -1.42 |
| γ5 | 120.3076 | 2.33** |
| γ6 | -15.1734 | -0.46 |
| γ7 | -215.9656 | -4.14*** |
| γ8 | 410.5997 | 4.47*** |
| γ9 | -465.6505 | -4.47*** |
| γ10 | 423.6310 | 4.15*** |
0.786
Persistence3d
Half-lifeτ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9142 | 1.13 |
α ARCH Response to squared shocks | 0.4696 | 3.32*** |
β GARCH Volatility persistence | 0.3168 | 1.50 |
Spline Coefficients
K=10
| γ1 | -8.2844 | -0.08 |
| γ2 | -5.4782 | -0.04 |
| γ3 | 61.2324 | 0.71 |
| γ4 | -109.4590 | -1.42 |
| γ5 | 120.3076 | 2.33** |
| γ6 | -15.1734 | -0.46 |
| γ7 | -215.9656 | -4.14*** |
| γ8 | 410.5997 | 4.47*** |
| γ9 | -465.6505 | -4.47*** |
| γ10 | 423.6310 | 4.15*** |
Persistence:
0.786
Half-life:
3 days
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