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V-Lab

Bridger Aerospace GP HLD Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

76.79%

decreased by 3.82%

1 Week

82.87%

increased by 2.26%

1 Month

99.77%

increased by 19.16%

Analysis last updated: Friday, July 24, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bridger Aerospace GP HLD Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 2021 to Jul 24, 2026

Model 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 19 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7638
1.37
α

ARCH

Response to squared shocks

0.1851
2.94***
β

GARCH

Volatility persistence

0.7794
11.16***
γi Spline Coefficients
K=9
γ17.1250
2.03**
γ2-9.3831
-1.57
γ317.1019
2.43**
γ4-25.6369
-2.54**
γ58.8182
0.92
γ65.9602
0.98
γ7-8.7834
-1.89*
γ88.4329
1.67*
γ9-4.8087
-1.36

Persistence:

0.964

Half-life:

19 days