V-Lab
Skyline Builders Group HLD Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
115.07%
decreased by 0.08%
1 Week
117.94%
increased by 2.79%
1 Month
118.62%
increased by 3.47%
Analysis last updated: Tuesday, August 11, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Aug 7, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.2170 | 4.72*** |
α ARCH Response to squared shocks | 0.1652 | 1.33 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=5
| γ1 | 62.9436 | 4.16*** |
| γ2 | -96.1429 | -3.39*** |
| γ3 | 37.3000 | 1.63 |
| γ4 | 4.7904 | 0.32 |
| γ5 | -7.5649 | -0.56 |
Persistence:
0.165
Half-life:
0 days
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