Bridger Aerospace GP HLD Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
94.00%
decreased by 7.47%
1 Week
99.04%
decreased by 2.43%
1 Month
113.66%
increased by 12.19%
Analysis last updated: Monday, July 20, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 2021 to Jul 17, 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 20 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7693 | 1.34 |
α ARCH Response to squared shocks | 0.1870 | 2.95*** |
β GARCH Volatility persistence | 0.7781 | 11.03*** |
Spline Coefficients
K=9
| γ1 | 7.0918 | 2.02** |
| γ2 | -9.3437 | -1.57 |
| γ3 | 17.1026 | 2.42** |
| γ4 | -25.6506 | -2.53** |
| γ5 | 8.8234 | 0.92 |
| γ6 | 5.9804 | 0.98 |
| γ7 | -8.8808 | -1.90* |
| γ8 | 8.7046 | 1.70* |
| γ9 | -5.1680 | -1.41 |
Persistence:
0.965
Half-life:
20 days
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