Regencell Bioscience Hol Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, October 14th, 2026
1 Day
118.90%
increased by 14.70%
1 Week
121.30%
increased by 17.10%
1 Month
128.06%
increased by 23.86%
Analysis last updated: Tuesday, October 13, 2026 at 10:29 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 9, 2002 to Oct 9, 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 14 trading days.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.5654 | 2.74*** |
| αARCH | 0.0749 | 6.26*** |
| βGARCH | 0.8755 | 43.02*** |
Spline Coefficients
K=10
| γ1 | -0.4492 | -1.20 |
| γ2 | 0.7557 | 1.60 |
| γ3 | -0.2514 | -0.93 |
| γ4 | -0.2579 | -1.06 |
| γ5 | 0.2461 | 1.17 |
| γ6 | -0.0657 | -0.28 |
| γ7 | 0.4387 | 1.06 |
| γ8 | -0.7761 | -1.30 |
| γ9 | 0.4390 | 0.86 |
| γ10 | -0.1453 | -0.62 |
0.950
Persistence14d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5654 | 2.74*** |
α ARCH Response to squared shocks | 0.0749 | 6.26*** |
β GARCH Volatility persistence | 0.8755 | 43.02*** |
Spline Coefficients
K=10
| γ1 | -0.4492 | -1.20 |
| γ2 | 0.7557 | 1.60 |
| γ3 | -0.2514 | -0.93 |
| γ4 | -0.2579 | -1.06 |
| γ5 | 0.2461 | 1.17 |
| γ6 | -0.0657 | -0.28 |
| γ7 | 0.4387 | 1.06 |
| γ8 | -0.7761 | -1.30 |
| γ9 | 0.4390 | 0.86 |
| γ10 | -0.1453 | -0.62 |
Persistence:
0.950
Half-life:
14 days
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