V-Lab
Broadcom Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
51.60%
increased by 7.17%
1 Week
52.34%
increased by 7.91%
1 Month
53.30%
increased by 8.87%
Analysis last updated: Monday, September 14, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2009 to Sep 11, 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 | 0.8014 | 7.54*** |
| αARCH | 0.1239 | 4.93*** |
| βGARCH | 0.6725 | 11.55*** |
Spline Coefficients
K=10
| γ1 | -0.1462 | -0.77 |
| γ2 | 0.0158 | 0.05 |
| γ3 | 0.4362 | 1.80* |
| γ4 | -0.7606 | -2.79*** |
| γ5 | 0.9461 | 3.51*** |
| γ6 | -0.8520 | -3.48*** |
| γ7 | 0.5393 | 2.23** |
| γ8 | -0.0958 | -0.41 |
| γ9 | -0.1730 | -0.81 |
| γ10 | 0.0592 | 0.42 |
0.796
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8014 | 7.54*** |
α ARCH Response to squared shocks | 0.1239 | 4.93*** |
β GARCH Volatility persistence | 0.6725 | 11.55*** |
Spline Coefficients
K=10
| γ1 | -0.1462 | -0.77 |
| γ2 | 0.0158 | 0.05 |
| γ3 | 0.4362 | 1.80* |
| γ4 | -0.7606 | -2.79*** |
| γ5 | 0.9461 | 3.51*** |
| γ6 | -0.8520 | -3.48*** |
| γ7 | 0.5393 | 2.23** |
| γ8 | -0.0958 | -0.41 |
| γ9 | -0.1730 | -0.81 |
| γ10 | 0.0592 | 0.42 |
Persistence:
0.796
Half-life:
3 days
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