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V-Lab

AI Financial Corp Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

93.02%

decreased by 1.33%

1 Week

105.51%

increased by 11.16%

1 Month

123.84%

increased by 29.49%

Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AI Financial Corp SGARCH

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

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5702
5.29***
α

ARCH

Response to squared shocks

0.2248
7.61***
β

GARCH

Volatility persistence

0.6268
15.06***
γi Spline Coefficients
K=8
γ10.0452
0.89
γ2-0.1163
-1.56
γ30.0889
2.16**
γ4-0.0743
-1.69*
γ50.1729
2.72***
γ6-0.1956
-2.94***
γ70.1233
1.86*
γ8-0.0799
-0.94

Persistence:

0.852

Half-life:

4 days