V-Lab
Boost Run Inc Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
212.65%
decreased by 6.70%
1 Week
227.33%
increased by 7.98%
1 Month
232.82%
increased by 13.47%
Analysis last updated: Friday, August 14, 2026 at 09:35 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 1 trading day.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0130 | 1.69* |
α ARCH Response to squared shocks | 0.1454 | 2.29** |
β GARCH Volatility persistence | 0.2747 | 1.01 |
Spline Coefficients
K=10
| γ1 | -124.0110 | -1.22 |
| γ2 | 154.4132 | 1.14 |
| γ3 | -52.8275 | -1.04 |
| γ4 | 148.7464 | 3.27*** |
| γ5 | -226.3139 | -4.14*** |
| γ6 | 79.8146 | 1.76* |
| γ7 | -7.7461 | -0.23 |
| γ8 | 177.7084 | 6.07*** |
| γ9 | -298.4191 | -9.06*** |
| γ10 | 250.0686 | 4.78*** |
Persistence:
0.420
Half-life:
1 days
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