V-Lab
Big Digital Energy Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
130.86%
decreased by 6.60%
1 Week
142.30%
increased by 4.84%
1 Month
152.60%
increased by 15.14%
Analysis last updated: Friday, July 24, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 22, 2012 to Jul 24, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7778 | 2.78*** |
α ARCH Response to squared shocks | 0.2104 | 4.94*** |
β GARCH Volatility persistence | 0.5132 | 5.85*** |
Spline Coefficients
K=9
| γ1 | -2.5712 | -1.90* |
| γ2 | 5.2633 | 2.45** |
| γ3 | -5.2468 | -3.46*** |
| γ4 | 4.3397 | 4.07*** |
| γ5 | -2.7348 | -3.48*** |
| γ6 | 2.1227 | 2.70*** |
| γ7 | -1.7908 | -1.87* |
| γ8 | 0.4599 | 0.31 |
| γ9 | 0.3061 | 0.22 |
Persistence:
0.724
Half-life:
2 days
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