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V-Lab

Baron Technology ETF Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

42.41%

increased by 0.01%

1 Week

42.42%

increased by 0.02%

1 Month

42.47%

increased by 0.07%

Analysis last updated: Wednesday, July 15, 2026 at 02:19 AM UTC

Date Range:

from

to

6M ·

All

graph of Baron Technology ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2025 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 27 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9034
3.16***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9748
8.48***
γi Spline Coefficients
K=1
γ11.9699
0.43

Persistence:

0.975

Half-life:

27 days