V-Lab
Range International Limited Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 8th, 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: Tuesday, September 8, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 22, 2016 to Sep 4, 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 20 trading days.
Spline-GARCH Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.5050 | |
| αARCH | 0.4635 | |
| βGARCH | 0.5020 |
| γ1 | -51.6970 | |
| γ2 | 130.7858 | |
| γ3 | -173.7849 | |
| γ4 | 330.8569 | |
| γ5 | -980.7533 | |
| γ6 | 2,248.6895 | |
| γ7 | -3,248.8855 |
0.966
Persistence20d
Half-lifeSpline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5050 | |
α ARCH Response to squared shocks | 0.4635 | |
β GARCH Volatility persistence | 0.5020 |
| γ1 | -51.6970 | |
| γ2 | 130.7858 | |
| γ3 | -173.7849 | |
| γ4 | 330.8569 | |
| γ5 | -980.7533 | |
| γ6 | 2,248.6895 | |
| γ7 | -3,248.8855 |
Persistence:
0.966
Half-life:
20 days
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