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V-Lab

Uni-Fuels Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

57.30%

increased by 1.39%

1 Week

69.05%

increased by 13.14%

1 Month

74.40%

increased by 18.49%

Analysis last updated: Friday, July 24, 2026 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Uni-Fuels Holdings Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2025 to Jul 24, 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8473
3.22***
α

ARCH

Response to squared shocks

0.4029
2.70***
β

GARCH

Volatility persistence

0.1270
0.81
γi Spline Coefficients
K=10
γ141.3697
0.75
γ225.5775
0.30
γ3-222.0279
-2.14**
γ4347.5385
2.94***
γ5-364.7503
-3.66***
γ6298.1516
3.18***
γ7-251.5065
-2.12**
γ8225.7297
1.80*
γ9-149.0622
-1.71*
γ1066.4803
1.64

Persistence:

0.530

Half-life:

1 days