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V-Lab

XtalPi Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

71.62%

decreased by 0.66%

1 Week

73.01%

increased by 0.73%

1 Month

73.44%

increased by 1.16%

Analysis last updated: Saturday, August 8, 2026 at 08:03 PM UTC

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Aug 7, 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

1.0498
5.59***
α

ARCH

Response to squared shocks

0.0435
0.47
β

GARCH

Volatility persistence

0.2774
0.14
γi Spline Coefficients
K=1
γ10.4183
0.32

Persistence:

0.321

Half-life:

1 days