V-Lab
Founders 100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
24.85%
decreased by 0.64%
1 Week
25.71%
increased by 0.22%
1 Month
27.49%
increased by 2.00%
Analysis last updated: Saturday, July 25, 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 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 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8626 | 3.34*** |
α ARCH Response to squared shocks | 0.1100 | 1.24 |
β GARCH Volatility persistence | 0.7891 | 3.99*** |
Spline Coefficients
K=1
| γ1 | -1.0175 | -0.56 |
Persistence:
0.899
Half-life:
7 days
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