Bridger Aerospace GP HLD Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
48.79%
decreased by 1.73%
1 Week
54.43%
increased by 3.91%
1 Month
69.55%
increased by 19.03%
Analysis last updated: Tuesday, July 14, 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 10, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7868 | 1.31 |
α ARCH Response to squared shocks | 0.1882 | 2.96*** |
β GARCH Volatility persistence | 0.7782 | 11.11*** |
Spline Coefficients
K=9
| γ1 | 7.2757 | 2.01** |
| γ2 | -9.7392 | -1.55 |
| γ3 | 17.4444 | 2.26** |
| γ4 | -25.2933 | -2.33** |
| γ5 | 7.5866 | 0.76 |
| γ6 | 7.2984 | 1.17 |
| γ7 | -10.1142 | -1.93* |
| γ8 | 10.5284 | 1.65* |
| γ9 | -9.2957 | -1.28 |
Persistence:
0.966
Half-life:
20 days
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