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V-Lab

Amplify HACK Cybersecurity Covered Call ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

31.18%

decreased by 1.54%

1 Week

31.71%

decreased by 1.01%

1 Month

31.93%

decreased by 0.79%

Analysis last updated: Saturday, August 22, 2026 at 02:27 AM UTC

Date Range:

from

to

6M ·

All

graph of Amplify HACK Cybersecurity Covered Call ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 21, 2026 to Aug 21, 2026

Model 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9300
5.73***
α

ARCH

Response to squared shocks

0.1645
1.36
β

GARCH

Volatility persistence

0.2980
0.81
γi Spline Coefficients
K=1
γ1-0.4704
-0.46

Persistence:

0.463

Half-life:

1 days