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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bridger Aerospace GP HLD Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 2021 to Jul 10, 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 20 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=9
γ17.2757
2.01**
γ2-9.7392
-1.55
γ317.4444
2.26**
γ4-25.2933
-2.33**
γ57.5866
0.76
γ67.2984
1.17
γ7-10.1142
-1.93*
γ810.5284
1.65*
γ9-9.2957
-1.28

Persistence:

0.966

Half-life:

20 days