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V-Lab

Everforth Inc Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

97.10%

decreased by 2.12%

1 Week

99.95%

increased by 0.73%

1 Month

106.20%

increased by 6.98%

Analysis last updated: Monday, July 20, 2026 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Everforth Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 22, 1992 to Jul 17, 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. Short-run deviations decay with a half-life of 7 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9637
8.16***
α

ARCH

Response to squared shocks

0.0782
6.31***
β

GARCH

Volatility persistence

0.8301
28.13***
γi Spline Coefficients
K=9
γ10.0103
0.29
γ20.0166
0.31
γ3-0.0980
-2.18**
γ40.1466
3.24***
γ5-0.1347
-3.03***
γ60.0474
0.93
γ70.0770
1.68*
γ8-0.1343
-3.04***
γ90.2961
2.91***

Persistence:

0.908

Half-life:

7 days