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
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=8
| γ1 | 0.0452 | 0.89 |
| γ2 | -0.1163 | -1.56 |
| γ3 | 0.0889 | 2.16** |
| γ4 | -0.0743 | -1.69* |
| γ5 | 0.1729 | 2.72*** |
| γ6 | -0.1956 | -2.94*** |
| γ7 | 0.1233 | 1.86* |
| γ8 | -0.0799 | -0.94 |
Persistence:
0.852
Half-life:
4 days
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