V-Lab
GMO TECH Holdings Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
18.15%
decreased by 0.30%
1 Week
19.39%
increased by 0.94%
1 Month
20.75%
increased by 2.30%
Analysis last updated: Saturday, August 8, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2025 to Aug 7, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8683 | 2.38** |
α ARCH Response to squared shocks | 0.1103 | 1.96** |
β GARCH Volatility persistence | 0.6598 | 3.56*** |
Spline Coefficients
K=1
| γ1 | -1.8110 | -0.43 |
Persistence:
0.770
Half-life:
3 days
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