Skip to main content
V-Lab

CoastalSouth Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

19.90%

increased by 3.84%

1 Week

18.22%

increased by 2.16%

1 Month

17.78%

increased by 1.72%

Analysis last updated: Friday, July 24, 2026 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of CoastalSouth Bancshares Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 2, 2025 to Jul 24, 2026

Model 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.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2946
4.90***
α

ARCH

Response to squared shocks

0.1843
2.11**
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=1
γ10.5878
1.58

Persistence:

0.184

Half-life:

0 days