V-Lab
Broadcom Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, October 6th, 2026
1 Day
46.92%
decreased by 0.39%
1 Week
48.89%
increased by 1.58%
1 Month
51.36%
increased by 4.05%
Analysis last updated: Monday, October 5, 2026 at 09:21 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 2, 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
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8012 | 7.50*** |
| αARCH | 0.1238 | 4.94*** |
| βGARCH | 0.6735 | 11.65*** |
Spline Coefficients
K=10
| γ1 | -0.1531 | -0.81 |
| γ2 | 0.0292 | 0.10 |
| γ3 | 0.4228 | 1.76* |
| γ4 | -0.7469 | -2.77*** |
| γ5 | 0.9349 | 3.50*** |
| γ6 | -0.8463 | -3.49*** |
| γ7 | 0.5375 | 2.24** |
| γ8 | -0.0881 | -0.38 |
| γ9 | -0.1992 | -0.91 |
| γ10 | 0.0905 | 0.64 |
0.797
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8012 | 7.50*** |
α ARCH Response to squared shocks | 0.1238 | 4.94*** |
β GARCH Volatility persistence | 0.6735 | 11.65*** |
Spline Coefficients
K=10
| γ1 | -0.1531 | -0.81 |
| γ2 | 0.0292 | 0.10 |
| γ3 | 0.4228 | 1.76* |
| γ4 | -0.7469 | -2.77*** |
| γ5 | 0.9349 | 3.50*** |
| γ6 | -0.8463 | -3.49*** |
| γ7 | 0.5375 | 2.24** |
| γ8 | -0.0881 | -0.38 |
| γ9 | -0.1992 | -0.91 |
| γ10 | 0.0905 | 0.64 |
Persistence:
0.797
Half-life:
3 days
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