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V-Lab

PMA Graphene Technology Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, October 5th, 2026

1 Day

113.54%

increased by 12.11%

1 Week

129.35%

increased by 27.92%

1 Month

140.25%

increased by 38.82%

Analysis last updated: Friday, October 2, 2026 at 10:56 PM UTC

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Date Range:

from

10/02/2024

to

10/02/2026

6M ·

1Y ·

All

graph of PMA Graphene Technology Group Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Oct 2, 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. Short-run deviations decay with a half-life of 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.3782
4.12***
αARCH0.3837
2.77***
βGARCH0.2739
2.08**
∑γi Spline Coefficients
K=1
γ10.1616
1.29

0.658

Persistence

2d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3782
4.12***
α

ARCH

Response to squared shocks

0.3837
2.77***
β

GARCH

Volatility persistence

0.2739
2.08**
∑γi Spline Coefficients
K=1
γ10.1616
1.29

Persistence:

0.658

Half-life:

2 days