ZJK Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
79.80%
decreased by 0.55%
1 Week
87.08%
increased by 6.73%
1 Month
89.44%
increased by 9.09%
Analysis last updated: Friday, July 10, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2024 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 | 2.6862 | 2.76*** |
α ARCH Response to squared shocks | 0.1791 | 1.34 |
β GARCH Volatility persistence | 0.1835 | 0.77 |
Spline Coefficients
K=2
| γ1 | 2.8221 | 2.87*** |
| γ2 | -2.8473 | -2.48** |
Persistence:
0.363
Half-life:
1 days
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