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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AI Financial Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 1991 to Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=8
γ10.0322
0.63
γ2-0.0937
-1.25
γ30.0718
1.74*
γ4-0.0615
-1.39
γ50.1631
2.55**
γ6-0.1867
-2.88***
γ70.1120
2.03**
γ8-0.0565
-1.55

Persistence:

0.855

Half-life:

4 days