V-Lab
Mustek Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
61.90%
increased by 5.30%
1 Week
60.15%
increased by 3.55%
1 Month
55.54%
decreased by 1.06%
Analysis last updated: Friday, September 11, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 3, 1997 to Sep 10, 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 9 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8209 | 6.63*** |
| αARCH | 0.1337 | 7.47*** |
| βGARCH | 0.7902 | 32.33*** |
Spline Coefficients
K=8
| γ1 | -0.0654 | -1.35 |
| γ2 | -0.0112 | -0.14 |
| γ3 | 0.2630 | 4.15*** |
| γ4 | -0.4214 | -6.02*** |
| γ5 | 0.4494 | 5.67*** |
| γ6 | -0.3568 | -4.98*** |
| γ7 | 0.2273 | 4.05*** |
| γ8 | -0.1182 | -3.19*** |
0.924
Persistence9d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8209 | 6.63*** |
α ARCH Response to squared shocks | 0.1337 | 7.47*** |
β GARCH Volatility persistence | 0.7902 | 32.33*** |
Spline Coefficients
K=8
| γ1 | -0.0654 | -1.35 |
| γ2 | -0.0112 | -0.14 |
| γ3 | 0.2630 | 4.15*** |
| γ4 | -0.4214 | -6.02*** |
| γ5 | 0.4494 | 5.67*** |
| γ6 | -0.3568 | -4.98*** |
| γ7 | 0.2273 | 4.05*** |
| γ8 | -0.1182 | -3.19*** |
Persistence:
0.924
Half-life:
9 days
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