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 Wednesday, November 12th, 2025:111.03% (-12.48%)

Analysis last updated: Tuesday, November 11, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2248	5.05
$α$	0.3662	6.04
$β$	0.3678	6.13
$γ_{1}$	-0.2367	-1.36
$γ_{2}$	0.4650	1.81
$γ_{3}$	-0.2599	-1.35
$γ_{4}$	-0.0827	-0.32
$γ_{5}$	0.3957	1.32
$γ_{6}$	-0.4878	-1.34
$γ_{7}$	0.0845	0.22
$γ_{8}$	0.3624	1.22
$γ_{9}$	-0.3464	-1.99

Estimation Period:
Jan 29, 2008 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts