Victory Electric Vehicles International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
63.30%
increased by 8.25%
1 Week
59.82%
increased by 4.77%
1 Month
58.82%
increased by 3.77%
Analysis last updated: Tuesday, July 14, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 15, 2026 to Jul 10, 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 | 1.1387 | 7.87*** |
α ARCH Response to squared shocks | 0.2508 | 0.86 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 1.5419 | 1.01 |
Persistence:
0.251
Half-life:
1 days
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