V-Lab
VenHub Global Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
64.36%
increased by 12.12%
1 Week
63.31%
increased by 11.07%
1 Month
62.91%
increased by 10.67%
Analysis last updated: Friday, August 14, 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 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.4729 | 3.29*** |
α ARCH Response to squared shocks | 0.3542 | 1.43 |
β GARCH Volatility persistence | 0.0451 | 0.32 |
Spline Coefficients
K=2
| γ1 | 52.2736 | 3.08*** |
| γ2 | -85.6606 | -2.75*** |
Persistence:
0.399
Half-life:
1 days
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