V-Lab
Wimi Hologram Cloud Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
49.01%
decreased by 0.07%
1 Week
54.11%
increased by 5.03%
1 Month
61.13%
increased by 12.05%
Analysis last updated: Friday, August 14, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 2020 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 4 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5872 | 2.64*** |
α ARCH Response to squared shocks | 0.2742 | 2.76*** |
β GARCH Volatility persistence | 0.5572 | 4.91*** |
Spline Coefficients
K=2
| γ1 | 0.2774 | 3.00*** |
| γ2 | -0.5830 | -3.51*** |
Persistence:
0.831
Half-life:
4 days
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