Regentis Biomaterials Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
39.56%
unchanged at 0.00%
1 Week
39.56%
unchanged at 0.00%
1 Month
39.56%
unchanged at 0.00%
Analysis last updated: Wednesday, July 22, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Jul 17, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1898 | 1.65* |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.5403 | 0.84 |
Spline Coefficients
K=9
| γ1 | -332.0712 | -0.61 |
| γ2 | 467.0408 | 0.52 |
| γ3 | -150.3227 | -0.22 |
| γ4 | -290.5950 | -0.51 |
| γ5 | 576.5451 | 1.24 |
| γ6 | -248.2052 | -0.71 |
| γ7 | 498.3253 | 1.16 |
| γ8 | -1,406.7970 | -2.36** |
| γ9 | 1,139.0890 | 2.81*** |
Persistence:
0.540
Half-life:
1 days
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