Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Calidi Biotherapeutics Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 10, 2021 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=8
γ112.5355
3.11***
γ2-17.1121
-3.03***
γ316.6506
4.35***
γ4-26.7578
-6.61***
γ519.4753
3.58***
γ6-8.6328
-1.65*
γ77.8526
1.44
γ8-5.7225
-1.10

Persistence:

0.998

Half-life:

330 days