V-Lab
Boost Run Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
165.14%
increased by 10.45%
1 Week
177.45%
increased by 22.76%
1 Month
192.90%
increased by 38.21%
Analysis last updated: Friday, July 24, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0258 | 2.32** |
α ARCH Response to squared shocks | 0.1765 | 2.52** |
β GARCH Volatility persistence | 0.6278 | 4.39*** |
Spline Coefficients
K=7
| γ1 | -49.7274 | -0.90 |
| γ2 | 52.1701 | 0.63 |
| γ3 | 79.0896 | 1.67* |
| γ4 | -173.5520 | -4.14*** |
| γ5 | 110.7828 | 2.81*** |
| γ6 | 20.7009 | 0.66 |
| γ7 | -75.6769 | -4.00*** |
Persistence:
0.804
Half-life:
3 days
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