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, October 7th, 2026
1 Day
168.22%
1 Week
168.22%
1 Month
168.22%
Analysis last updated: Wednesday, October 7, 2026 at 06:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 22, 2016 to Oct 2, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Zero Slope Spline-GARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 39.7319 | |
| αARCH | 0.2948 | |
| βGARCH | 0.7052 |
| γ1 | 5.1353 | |
| γ2 | 20.2924 | |
| γ3 | 27.5405 | |
| γ4 | -179.8634 | |
| γ5 | 154.3052 | |
| γ6 | 157.2480 | |
| γ7 | -1,071.4115 | |
| γ8 | 2,489.1254 | |
| γ9 | -2,506.6536 | |
| γ10 | 962.2136 |
1.000
Persistence-
Half-lifeZero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 39.7319 | |
α ARCH Response to squared shocks | 0.2948 | |
β GARCH Volatility persistence | 0.7052 |
| γ1 | 5.1353 | |
| γ2 | 20.2924 | |
| γ3 | 27.5405 | |
| γ4 | -179.8634 | |
| γ5 | 154.3052 | |
| γ6 | 157.2480 | |
| γ7 | -1,071.4115 | |
| γ8 | 2,489.1254 | |
| γ9 | -2,506.6536 | |
| γ10 | 962.2136 |
Persistence:
1.000
Half-life:
-
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