V-Lab
Founders 100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
26.63%
increased by 0.14%
1 Week
27.32%
increased by 0.83%
1 Month
28.65%
increased by 2.16%
Analysis last updated: Saturday, August 22, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 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 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8545 | 3.83*** |
α ARCH Response to squared shocks | 0.1130 | 1.30 |
β GARCH Volatility persistence | 0.7693 | 3.81*** |
Spline Coefficients
K=1
| γ1 | -0.8578 | -0.71 |
Persistence:
0.882
Half-life:
6 days
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