V-Lab
GMO TECH Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
22.77%
decreased by 0.32%
1 Week
24.17%
increased by 1.08%
1 Month
25.73%
increased by 2.64%
Analysis last updated: Friday, August 7, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2025 to Jul 31, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9402 | 3.64*** |
α ARCH Response to squared shocks | 0.1004 | 1.83* |
β GARCH Volatility persistence | 0.6719 | 3.59*** |
Spline Coefficients
K=1
| γ1 | 0.2855 | 0.31 |
Persistence:
0.772
Half-life:
3 days
Other GMO TECH Holdings Inc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities