V-Lab
Smart Powerr Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
374.18%
decreased by 144.87%
1 Week
314.02%
decreased by 205.03%
1 Month
238.73%
decreased by 280.32%
Analysis last updated: Saturday, July 25, 2026 at 09:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 4, 2001 to Jul 24, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.0826 | 4.45*** |
α ARCH Response to squared shocks | 0.2824 | 7.59*** |
β GARCH Volatility persistence | 0.4500 | 7.55*** |
Spline Coefficients
K=9
| γ1 | 0.6209 | 5.00*** |
| γ2 | -1.0454 | -6.07*** |
| γ3 | 0.8443 | 7.03*** |
| γ4 | -0.6413 | -5.12*** |
| γ5 | 0.3899 | 2.56** |
| γ6 | -0.2444 | -0.98 |
| γ7 | -0.0797 | -0.28 |
| γ8 | 0.4915 | 2.30** |
| γ9 | -0.5265 | -3.95*** |
Persistence:
0.732
Half-life:
2 days
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