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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2025 to Jul 24, 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 | 0.8473 | 3.22*** |
α ARCH Response to squared shocks | 0.4029 | 2.70*** |
β GARCH Volatility persistence | 0.1270 | 0.81 |
Spline Coefficients
K=10
| γ1 | 41.3697 | 0.75 |
| γ2 | 25.5775 | 0.30 |
| γ3 | -222.0279 | -2.14** |
| γ4 | 347.5385 | 2.94*** |
| γ5 | -364.7503 | -3.66*** |
| γ6 | 298.1516 | 3.18*** |
| γ7 | -251.5065 | -2.12** |
| γ8 | 225.7297 | 1.80* |
| γ9 | -149.0622 | -1.71* |
| γ10 | 66.4803 | 1.64 |
Persistence:
0.530
Half-life:
1 days
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