V-Lab: SOLAI Ltd Zero Slope Spline-GARCH Volatility Analysis

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SOLAI Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:132.39% (-2.56%)

Analysis last updated: Sunday, October 26, 2025 at 05:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1506	3.68
$α$	0.2240	4.11
$β$	0.4929	5.88
$γ_{1}$	1.0209	1.39
$γ_{2}$	-1.7213	-1.21
$γ_{3}$	1.0837	0.63
$γ_{4}$	-0.3604	-0.22
$γ_{5}$	0.3104	0.32
$γ_{6}$	-0.5806	-0.95
$γ_{7}$	0.2840	0.53
$γ_{8}$	-0.7053	-0.95
$γ_{9}$	1.5534	1.72
$γ_{10}$	-1.2463	-1.69

Estimation Period:
Nov 22, 2013 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts