V-Lab
VenHub Global Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
76.03%
decreased by 8.93%
1 Week
88.56%
increased by 3.60%
1 Month
94.01%
increased by 9.05%
Analysis last updated: Monday, August 17, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 14, 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 | 2.0992 | 3.58*** |
α ARCH Response to squared shocks | 0.3327 | 1.67* |
β GARCH Volatility persistence | 0.1716 | 0.68 |
Spline Coefficients
K=1
| γ1 | 7.3224 | 3.76*** |
Persistence:
0.504
Half-life:
1 days
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