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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Jul 24, 2026

Model 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

ParameterValuet-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
γi Spline Coefficients
K=5
γ165.4136
3.82***
γ2-97.8093
-3.11***
γ333.4253
1.39
γ410.9072
0.77
γ5-15.7207
-2.29**

Persistence:

0.155

Half-life:

0 days