Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Aug 7, 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

Spline-GARCH Model

Tap to view equation

ParameterValuet-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
γi Spline Coefficients
K=5
γ162.9436
4.16***
γ2-96.1429
-3.39***
γ337.3000
1.63
γ44.7904
0.32
γ5-7.5649
-0.56

Persistence:

0.165

Half-life:

0 days