V-Lab
PowerX Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
117.99%
decreased by 4.70%
1 Week
122.58%
decreased by 0.11%
1 Month
128.10%
increased by 5.41%
Analysis last updated: Saturday, August 22, 2026 at 11:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 19, 2025 to Aug 21, 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 | 1.0374 | 5.59*** |
α ARCH Response to squared shocks | 0.1073 | 1.32 |
β GARCH Volatility persistence | 0.6791 | 2.59*** |
Spline Coefficients
K=1
| γ1 | 0.3727 | 0.41 |
Persistence:
0.786
Half-life:
3 days
Other PowerX Inc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities