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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 19, 2025 to Jul 10, 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 | 0.9229 | 4.64*** |
α ARCH Response to squared shocks | 0.0994 | 1.10 |
β GARCH Volatility persistence | 0.6871 | 2.30** |
Spline Coefficients
K=1
| γ1 | -0.4442 | -0.28 |
Persistence:
0.786
Half-life:
3 days
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