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V-Lab

GMO TECH Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

29.77%

increased by 0.37%

1 Week

29.04%

decreased by 0.36%

1 Month

28.14%

decreased by 1.26%

Analysis last updated: Sunday, July 26, 2026 at 02:13 AM UTC

Date Range:

from

to

6M ·

All

graph of GMO TECH Holdings Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2025 to Jul 24, 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 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9130
3.44***
α

ARCH

Response to squared shocks

0.1028
1.87*
β

GARCH

Volatility persistence

0.6754
3.75***
γi Spline Coefficients
K=1
γ10.1669
0.17

Persistence:

0.778

Half-life:

3 days