V-Lab
Range International Limited Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 26th, 2026
1 Day
4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Week
1,896,150,392,769,518,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
1 Month
925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Wednesday, August 26, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 22, 2016 to Aug 21, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 693147 trading days (~2750.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 35.0466 | |
α ARCH Response to squared shocks | 0.4875 | |
β GARCH Volatility persistence | 0.5125 |
| γ1 | 150.9273 | |
| γ2 | -198.1141 | |
| γ3 | 81.4476 | |
| γ4 | -77.2375 | |
| γ5 | 93.3584 | |
| γ6 | 171.6329 | |
| γ7 | -1,392.7513 | |
| γ8 | 3,093.2205 | |
| γ9 | -2,955.7185 | |
| γ10 | 1,092.5818 |
Persistence:
1.000
Half-life:
693147 days
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