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V-Lab

Royal Orchid Hotels Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

32.79%

decreased by 0.84%

1 Week

34.34%

increased by 0.71%

1 Month

38.08%

increased by 4.45%

Analysis last updated: Saturday, August 22, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Royal Orchid Hotels Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2006 to Aug 21, 2026

Model 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 10 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8237
7.38***
α

ARCH

Response to squared shocks

0.0956
6.05***
β

GARCH

Volatility persistence

0.8349
32.77***
γi Spline Coefficients
K=4
γ10.0085
0.41
γ20.0074
0.24
γ3-0.0502
-2.66***
γ40.0498
3.86***

Persistence:

0.931

Half-life:

10 days