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V-Lab

Ventia Services Group Pty Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

38.46%

increased by 6.90%

1 Week

34.61%

increased by 3.05%

1 Month

33.70%

increased by 2.14%

Analysis last updated: Tuesday, August 25, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Ventia Services Group Pty Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 23, 2021 to Aug 21, 2026

Model 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.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0941
5.60***
α

ARCH

Response to squared shocks

0.1086
1.38
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=6
γ10.7798
0.47
γ2-2.5136
-1.02
γ35.2351
2.77***
γ4-7.4689
-3.15***
γ56.6801
2.88***
γ6-3.5789
-2.40**

Persistence:

0.109

Half-life:

0 days