Everforth Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
61.55%
decreased by 2.97%
1 Week
60.43%
decreased by 4.09%
1 Month
57.24%
decreased by 7.28%
Analysis last updated: Tuesday, July 21, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 22, 1992 to Jul 17, 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 11 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0036 | 7.48*** |
α ARCH Response to squared shocks | 0.0674 | 5.65*** |
β GARCH Volatility persistence | 0.8730 | 31.64*** |
Spline Coefficients
K=9
| γ1 | 0.0168 | 0.43 |
| γ2 | 0.0067 | 0.11 |
| γ3 | -0.0904 | -1.76* |
| γ4 | 0.1362 | 2.65*** |
| γ5 | -0.1239 | -2.47** |
| γ6 | 0.0522 | 0.89 |
| γ7 | 0.0217 | 0.39 |
| γ8 | 0.0240 | 0.36 |
| γ9 | -0.0795 | -1.21 |
Persistence:
0.940
Half-life:
11 days
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