Broadcom Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
51.17%
increased by 5.57%
1 Week
51.49%
increased by 5.89%
1 Month
51.91%
increased by 6.31%
Analysis last updated: Friday, October 16, 2026 at 09:52 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2009 to Oct 16, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8003 | 7.50*** |
| αARCH | 0.1234 | 4.93*** |
| βGARCH | 0.6743 | 11.69*** |
Spline Coefficients
K=10
| γ1 | -0.1567 | -0.83 |
| γ2 | 0.0383 | 0.13 |
| γ3 | 0.4102 | 1.73* |
| γ4 | -0.7325 | -2.75*** |
| γ5 | 0.9226 | 3.48*** |
| γ6 | -0.8402 | -3.51*** |
| γ7 | 0.5372 | 2.27** |
| γ8 | -0.0858 | -0.37 |
| γ9 | -0.2127 | -0.95 |
| γ10 | 0.1074 | 0.73 |
0.798
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8003 | 7.50*** |
α ARCH Response to squared shocks | 0.1234 | 4.93*** |
β GARCH Volatility persistence | 0.6743 | 11.69*** |
Spline Coefficients
K=10
| γ1 | -0.1567 | -0.83 |
| γ2 | 0.0383 | 0.13 |
| γ3 | 0.4102 | 1.73* |
| γ4 | -0.7325 | -2.75*** |
| γ5 | 0.9226 | 3.48*** |
| γ6 | -0.8402 | -3.51*** |
| γ7 | 0.5372 | 2.27** |
| γ8 | -0.0858 | -0.37 |
| γ9 | -0.2127 | -0.95 |
| γ10 | 0.1074 | 0.73 |
Persistence:
0.798
Half-life:
3 days
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