V-Lab
VenHub Global Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
151.79%
increased by 31.14%
1 Week
127.45%
increased by 6.80%
1 Month
114.68%
decreased by 5.97%
Analysis last updated: Friday, July 24, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 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 | 1.9502 | 3.31*** |
α ARCH Response to squared shocks | 0.3022 | 1.31 |
β GARCH Volatility persistence | 0.1795 | 0.64 |
Spline Coefficients
K=1
| γ1 | 8.2518 | 3.10*** |
Persistence:
0.482
Half-life:
1 days
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