V-Lab
Broadcom Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
48.81%
decreased by 2.04%
1 Week
51.22%
increased by 0.37%
1 Month
54.21%
increased by 3.36%
Analysis last updated: Tuesday, August 25, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2009 to Aug 21, 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7987 | 7.50*** |
α ARCH Response to squared shocks | 0.1234 | 4.93*** |
β GARCH Volatility persistence | 0.6726 | 11.51*** |
Spline Coefficients
K=10
| γ1 | -0.1432 | -0.75 |
| γ2 | 0.0034 | 0.01 |
| γ3 | 0.4584 | 1.85* |
| γ4 | -0.7867 | -2.83*** |
| γ5 | 0.9675 | 3.54*** |
| γ6 | -0.8618 | -3.44*** |
| γ7 | 0.5400 | 2.18** |
| γ8 | -0.1055 | -0.46 |
| γ9 | -0.1326 | -0.65 |
| γ10 | 0.0105 | 0.08 |
Persistence:
0.796
Half-life:
3 days
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