AI Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
124.48%
increased by 25.96%
1 Week
130.06%
increased by 31.54%
1 Month
139.18%
increased by 40.66%
Analysis last updated: Tuesday, July 21, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 1991 to Jul 17, 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 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5566 | 5.15*** |
α ARCH Response to squared shocks | 0.2234 | 7.58*** |
β GARCH Volatility persistence | 0.6317 | 15.24*** |
Spline Coefficients
K=8
| γ1 | 0.0322 | 0.63 |
| γ2 | -0.0937 | -1.25 |
| γ3 | 0.0718 | 1.74* |
| γ4 | -0.0615 | -1.39 |
| γ5 | 0.1631 | 2.55** |
| γ6 | -0.1867 | -2.88*** |
| γ7 | 0.1120 | 2.03** |
| γ8 | -0.0565 | -1.55 |
Persistence:
0.855
Half-life:
4 days
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