V-Lab
Filana Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
85.23%
increased by 2.28%
1 Week
91.53%
increased by 8.58%
1 Month
101.42%
increased by 18.47%
Analysis last updated: Friday, July 24, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2000 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 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0211 | 5.06*** |
α ARCH Response to squared shocks | 0.1794 | 4.39*** |
β GARCH Volatility persistence | 0.6739 | 12.52*** |
Spline Coefficients
K=9
| γ1 | -0.0982 | -1.00 |
| γ2 | 0.1382 | 0.98 |
| γ3 | 0.0087 | 0.09 |
| γ4 | 0.0075 | 0.07 |
| γ5 | -0.1983 | -1.68* |
| γ6 | 0.3171 | 2.67*** |
| γ7 | -0.3495 | -2.50** |
| γ8 | 0.2379 | 1.95* |
| γ9 | -0.0636 | -0.79 |
Persistence:
0.853
Half-life:
4 days
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