V-Lab
Boost Run Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
127.84%
decreased by 9.98%
1 Week
135.69%
decreased by 2.13%
1 Month
145.21%
increased by 7.39%
Analysis last updated: Monday, August 17, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 14, 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 | 0.0185 | 1.51 |
α ARCH Response to squared shocks | 0.1818 | 2.77*** |
β GARCH Volatility persistence | 0.6115 | 3.72*** |
Spline Coefficients
K=9
| γ1 | -90.1907 | -0.89 |
| γ2 | 104.2473 | 0.74 |
| γ3 | -1.7463 | -0.03 |
| γ4 | 79.6597 | 1.92* |
| γ5 | -218.2112 | -3.60*** |
| γ6 | 113.5922 | 1.64 |
| γ7 | 129.6539 | 2.33** |
| γ8 | -186.6804 | -3.72*** |
| γ9 | 65.1401 | 2.01** |
Persistence:
0.793
Half-life:
3 days
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