Calidi Biotherapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
154.68%
decreased by 41.73%
1 Week
170.64%
decreased by 25.77%
1 Month
222.32%
increased by 25.91%
Analysis last updated: Friday, October 23, 2026 at 11:57 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2021 to Oct 23, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 205 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
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High persistence: persistence 0.997, shock half-life ~205 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.3375 | 2.82*** |
| αARCH | 0.4478 | 4.15*** |
| βGARCH | 0.5488 | 5.10*** |
Spline Coefficients
K=9
| γ1 | 15.1709 | 4.11*** |
| γ2 | -21.5590 | -4.00*** |
| γ3 | 20.2227 | 3.10*** |
| γ4 | -26.8039 | -2.72*** |
| γ5 | 13.8742 | 1.28 |
| γ6 | -1.9134 | -0.19 |
| γ7 | 2.5907 | 0.24 |
| γ8 | -2.6105 | -0.24 |
| γ9 | 1.4110 | 0.22 |
0.997
Persistence205d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3375 | 2.82*** |
α ARCH Response to squared shocks | 0.4478 | 4.15*** |
β GARCH Volatility persistence | 0.5488 | 5.10*** |
Spline Coefficients
K=9
| γ1 | 15.1709 | 4.11*** |
| γ2 | -21.5590 | -4.00*** |
| γ3 | 20.2227 | 3.10*** |
| γ4 | -26.8039 | -2.72*** |
| γ5 | 13.8742 | 1.28 |
| γ6 | -1.9134 | -0.19 |
| γ7 | 2.5907 | 0.24 |
| γ8 | -2.6105 | -0.24 |
| γ9 | 1.4110 | 0.22 |
Persistence:
0.997
Half-life:
205 days
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