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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 2021 to Jul 24, 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 19 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=9
| γ1 | 7.1250 | 2.03** |
| γ2 | -9.3831 | -1.57 |
| γ3 | 17.1019 | 2.43** |
| γ4 | -25.6369 | -2.54** |
| γ5 | 8.8182 | 0.92 |
| γ6 | 5.9602 | 0.98 |
| γ7 | -8.7834 | -1.89* |
| γ8 | 8.4329 | 1.67* |
| γ9 | -4.8087 | -1.36 |
Persistence:
0.964
Half-life:
19 days
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