XtalPi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
78.06%
increased by 3.49%
1 Week
76.00%
increased by 1.43%
1 Month
75.26%
increased by 0.69%
Analysis last updated: Thursday, July 16, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Jul 10, 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 | 1.0287 | 4.82*** |
α ARCH Response to squared shocks | 0.1079 | 0.95 |
β GARCH Volatility persistence | 0.2634 | 0.29 |
Spline Coefficients
K=1
| γ1 | 0.2950 | 0.14 |
Persistence:
0.371
Half-life:
1 days
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