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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 21, 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 | 0.0171 | 1.62 |
α ARCH Response to squared shocks | 0.1487 | 2.40** |
β GARCH Volatility persistence | 0.5762 | 2.73*** |
Spline Coefficients
K=9
| γ1 | -84.0248 | -0.90 |
| γ2 | 95.4812 | 0.73 |
| γ3 | 9.4754 | 0.17 |
| γ4 | 55.4619 | 1.65* |
| γ5 | -198.6508 | -4.76*** |
| γ6 | 124.9737 | 2.35** |
| γ7 | 101.4207 | 2.39** |
| γ8 | -184.1020 | -5.05*** |
| γ9 | 85.8097 | 3.24*** |
Persistence:
0.725
Half-life:
2 days
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