V-Lab: ATA Creativity Global Zero Slope Spline-GARCH Volatility Analysis

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ATA Creativity Global Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:78.86% (+2.61%)

Analysis last updated: Saturday, December 6, 2025 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2271	5.08
$α$	0.3658	6.04
$β$	0.3634	6.01
$γ_{1}$	-0.2249	-1.31
$γ_{2}$	0.4465	1.76
$γ_{3}$	-0.2511	-1.34
$γ_{4}$	-0.0831	-0.33
$γ_{5}$	0.3930	1.34
$γ_{6}$	-0.4922	-1.39
$γ_{7}$	0.0972	0.26
$γ_{8}$	0.3573	1.21
$γ_{9}$	-0.3521	-2.06

Estimation Period:
Jan 29, 2008 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts