V-Lab
Skyline Builders Group HLD Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
92.95%
decreased by 21.73%
1 Week
98.51%
decreased by 16.17%
1 Month
99.77%
decreased by 14.91%
Analysis last updated: Friday, July 24, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Jul 24, 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.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.2230 | 4.60*** |
α ARCH Response to squared shocks | 0.1550 | 1.36 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=5
| γ1 | 65.4136 | 3.82*** |
| γ2 | -97.8093 | -3.11*** |
| γ3 | 33.4253 | 1.39 |
| γ4 | 10.9072 | 0.77 |
| γ5 | -15.7207 | -2.29** |
Persistence:
0.155
Half-life:
0 days
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