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V-Lab

Society Pass Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

4,660.79%

decreased by 1,472.75%

1 Week

4,489.88%

decreased by 1,643.66%

1 Month

3,961.33%

decreased by 2,172.21%

Analysis last updated: Tuesday, August 18, 2026 at 09:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Society Pass Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 9, 2021 to Aug 14, 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 13 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.4967
0.97
α

ARCH

Response to squared shocks

0.3791
1.06
β

GARCH

Volatility persistence

0.5678
1.85*
γi Spline Coefficients
K=9
γ110.2751
1.53
γ2-9.9802
-1.04
γ32.2293
0.34
γ4-2.3632
-0.39
γ5-2.9496
-0.57
γ66.6332
1.32
γ7-10.5412
-1.31
γ819.4077
1.62
γ9-20.9995
-2.09**

Persistence:

0.947

Half-life:

13 days