C3.ai Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, November 4th, 2026
1 Day
50.00%
decreased by 0.79%
1 Week
51.16%
increased by 0.37%
1 Month
52.04%
increased by 1.25%
Analysis last updated: Tuesday, November 3, 2026 at 10:34 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2020 to Oct 30, 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 2 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 | 1.7877 | 6.10*** |
| αARCH | 0.0524 | 2.07** |
| βGARCH | 0.6086 | 4.25*** |
Spline Coefficients
K=6
| γ1 | 2.2086 | 3.73*** |
| γ2 | -2.3583 | -2.60*** |
| γ3 | -0.9424 | -1.19 |
| γ4 | 2.4040 | 2.59*** |
| γ5 | -2.2304 | -2.36** |
| γ6 | 1.3117 | 2.03** |
0.661
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7877 | 6.10*** |
α ARCH Response to squared shocks | 0.0524 | 2.07** |
β GARCH Volatility persistence | 0.6086 | 4.25*** |
Spline Coefficients
K=6
| γ1 | 2.2086 | 3.73*** |
| γ2 | -2.3583 | -2.60*** |
| γ3 | -0.9424 | -1.19 |
| γ4 | 2.4040 | 2.59*** |
| γ5 | -2.2304 | -2.36** |
| γ6 | 1.3117 | 2.03** |
Persistence:
0.661
Half-life:
2 days
Other Zero Slope Spline-GARCH Analyses on Equities