V-Lab
Apple Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
27.57%
decreased by 1.17%
1 Week
27.64%
decreased by 1.10%
1 Month
27.83%
decreased by 0.91%
Analysis last updated: Monday, September 14, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 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 12 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9814 | 7.56*** |
| αARCH | 0.0789 | 8.50*** |
| βGARCH | 0.8642 | 59.76*** |
Spline Coefficients
K=4
| γ1 | -0.0086 | -1.47 |
| γ2 | 0.0008 | 0.10 |
| γ3 | 0.0178 | 3.74*** |
| γ4 | -0.0117 | -3.60*** |
0.943
Persistence12d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9814 | 7.56*** |
α ARCH Response to squared shocks | 0.0789 | 8.50*** |
β GARCH Volatility persistence | 0.8642 | 59.76*** |
Spline Coefficients
K=4
| γ1 | -0.0086 | -1.47 |
| γ2 | 0.0008 | 0.10 |
| γ3 | 0.0178 | 3.74*** |
| γ4 | -0.0117 | -3.60*** |
Persistence:
0.943
Half-life:
12 days
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