Planetel Spa Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
36.52%
increased by 4.39%
1 Week
35.61%
increased by 3.48%
1 Month
34.11%
increased by 1.98%
Analysis last updated: Friday, July 10, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 15, 2021 to Jun 26, 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 | 1.0538 | 6.45*** |
α ARCH Response to squared shocks | 0.1766 | 4.54*** |
β GARCH Volatility persistence | 0.6616 | 9.16*** |
Spline Coefficients
K=1
| γ1 | 0.0024 | 0.23 |
Persistence:
0.838
Half-life:
4 days
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