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V-Lab

XTB S A Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

64.27%

increased by 0.40%

1 Week

65.65%

increased by 1.78%

1 Month

65.94%

increased by 2.07%

Analysis last updated: Saturday, July 11, 2026 at 08:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of XTB S A SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 4, 2021 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.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4048
3.59***
α

ARCH

Response to squared shocks

0.0827
2.43**
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=3
γ10.5418
3.26***
γ2-0.6768
-2.91***
γ30.2684
1.21

Persistence:

0.083

Half-life:

0 days