Founders 100 ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
21.58%
decreased by 0.96%
1 Week
21.82%
decreased by 0.72%
1 Month
22.29%
decreased by 0.25%
Analysis last updated: Tuesday, July 21, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2025 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 6 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6998 | 3.15*** |
α ARCH Response to squared shocks | 0.0967 | 1.14 |
β GARCH Volatility persistence | 0.7857 | 3.62*** |
Spline Coefficients
K=1
| γ1 | -7.8435 | -1.67* |
Persistence:
0.882
Half-life:
6 days
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