V-Lab
Smart Powerr Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
195.54%
decreased by 50.42%
1 Week
197.59%
decreased by 48.37%
1 Month
199.60%
decreased by 46.36%
Analysis last updated: Saturday, August 22, 2026 at 01:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 4, 2001 to Aug 21, 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 | 4.0103 | 4.40*** |
α ARCH Response to squared shocks | 0.2783 | 7.66*** |
β GARCH Volatility persistence | 0.4498 | 7.64*** |
Spline Coefficients
K=9
| γ1 | 0.6073 | 4.89*** |
| γ2 | -1.0257 | -5.97*** |
| γ3 | 0.8358 | 7.03*** |
| γ4 | -0.6406 | -5.19*** |
| γ5 | 0.3964 | 2.71*** |
| γ6 | -0.2582 | -1.08 |
| γ7 | -0.0602 | -0.22 |
| γ8 | 0.4762 | 2.25** |
| γ9 | -0.5215 | -3.95*** |
Persistence:
0.728
Half-life:
2 days
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