Calidi Biotherapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
135.74%
increased by 8.30%
1 Week
170.06%
increased by 42.62%
1 Month
265.19%
increased by 137.75%
Analysis last updated: Friday, July 10, 2026 at 11:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2021 to Jul 10, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 330 trading days (~1.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3935 | 5.40*** |
α ARCH Response to squared shocks | 0.4673 | 4.13*** |
β GARCH Volatility persistence | 0.5306 | 4.69*** |
Spline Coefficients
K=8
| γ1 | 12.5355 | 3.11*** |
| γ2 | -17.1121 | -3.03*** |
| γ3 | 16.6506 | 4.35*** |
| γ4 | -26.7578 | -6.61*** |
| γ5 | 19.4753 | 3.58*** |
| γ6 | -8.6328 | -1.65* |
| γ7 | 7.8526 | 1.44 |
| γ8 | -5.7225 | -1.10 |
Persistence:
0.998
Half-life:
330 days
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