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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2026 to Aug 21, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | -0.4704 | -0.46 |
Persistence:
0.463
Half-life:
1 days
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