V-Lab
Founders 100 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
31.00%
decreased by 2.05%
1 Week
31.09%
decreased by 1.96%
1 Month
31.27%
decreased by 1.78%
Analysis last updated: Wednesday, August 12, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 to Aug 7, 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 | 0.8248 | 3.73*** |
α ARCH Response to squared shocks | 0.1166 | 1.34 |
β GARCH Volatility persistence | 0.7751 | 4.09*** |
Spline Coefficients
K=1
| γ1 | -1.2621 | -0.94 |
Persistence:
0.892
Half-life:
6 days
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