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V-Lab

PowerX Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

144.97%

increased by 16.87%

1 Week

144.94%

increased by 16.84%

1 Month

144.91%

increased by 16.81%

Analysis last updated: Thursday, July 16, 2026 at 07:23 PM UTC

Date Range:

from

to

6M ·

All

graph of PowerX Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 19, 2025 to Jul 10, 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

0.9229
4.64***
α

ARCH

Response to squared shocks

0.0994
1.10
β

GARCH

Volatility persistence

0.6871
2.30**
γi Spline Coefficients
K=1
γ1-0.4442
-0.28

Persistence:

0.786

Half-life:

3 days