V-Lab
VenHub Global Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
104.94%
decreased by 16.07%
1 Week
99.81%
decreased by 21.20%
1 Month
97.31%
decreased by 23.70%
Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 21, 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 | 2.0834 | 3.68*** |
α ARCH Response to squared shocks | 0.3278 | 1.71* |
β GARCH Volatility persistence | 0.1654 | 0.65 |
Spline Coefficients
K=1
| γ1 | 6.7928 | 3.88*** |
Persistence:
0.493
Half-life:
1 days
Other VenHub Global Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities