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V-Lab

Arcadyan Technology Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

39.38%

decreased by 0.76%

1 Week

39.24%

decreased by 0.90%

1 Month

38.80%

decreased by 1.34%

Analysis last updated: Tuesday, July 14, 2026 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arcadyan Technology Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 30, 2007 to Jul 3, 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 20 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0212
9.90***
α

ARCH

Response to squared shocks

0.0516
5.52***
β

GARCH

Volatility persistence

0.9138
56.34***
γi Spline Coefficients
K=1
γ10.0002
0.38

Persistence:

0.965

Half-life:

20 days