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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

Date Range:

from

to

6M ·

All

graph of GMO TECH Holdings Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2025 to Aug 7, 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

Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-1.8110
-0.43

Persistence:

0.770

Half-life:

3 days