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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 2020 to Aug 21, 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 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | -8.6061 | -1.80* |
| γ2 | 11.3300 | 1.37 |
| γ3 | -4.0651 | -0.73 |
| γ4 | 4.2802 | 1.25 |
| γ5 | -6.7049 | -2.21** |
| γ6 | 7.8913 | 2.67*** |
| γ7 | -7.7318 | -2.14** |
| γ8 | 4.9961 | 1.21 |
| γ9 | -2.4880 | -0.82 |
| γ10 | 2.0576 | 1.28 |
Persistence:
0.822
Half-life:
4 days
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