Skip to main content
V-Lab

Wimi Hologram Cloud Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 27th, 2026

1 Day

53.22%

increased by 2.40%

1 Week

58.29%

increased by 7.47%

1 Month

65.03%

increased by 14.21%

Analysis last updated: Wednesday, August 26, 2026 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Wimi Hologram Cloud Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 2020 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. Short-run deviations decay with a half-life of 4 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5221
3.58***
α

ARCH

Response to squared shocks

0.2845
2.80***
β

GARCH

Volatility persistence

0.5373
4.68***
γi Spline Coefficients
K=10
γ1-8.6061
-1.80*
γ211.3300
1.37
γ3-4.0651
-0.73
γ44.2802
1.25
γ5-6.7049
-2.21**
γ67.8913
2.67***
γ7-7.7318
-2.14**
γ84.9961
1.21
γ9-2.4880
-0.82
γ102.0576
1.28

Persistence:

0.822

Half-life:

4 days