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V-Lab

Boost Run Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

117.70%

decreased by 5.42%

1 Week

125.79%

increased by 2.67%

1 Month

133.22%

increased by 10.10%

Analysis last updated: Friday, August 21, 2026 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Boost Run Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 8, 2024 to Aug 21, 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0171
1.62
α

ARCH

Response to squared shocks

0.1487
2.40**
β

GARCH

Volatility persistence

0.5762
2.73***
γi Spline Coefficients
K=9
γ1-84.0248
-0.90
γ295.4812
0.73
γ39.4754
0.17
γ455.4619
1.65*
γ5-198.6508
-4.76***
γ6124.9737
2.35**
γ7101.4207
2.39**
γ8-184.1020
-5.05***
γ985.8097
3.24***

Persistence:

0.725

Half-life:

2 days