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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2025 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 27 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 1.9699 | 0.43 |
Persistence:
0.975
Half-life:
27 days
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