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V-Lab

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

Volatility prediction for Tuesday, July 28th, 2026

1 Day

28.29%

decreased by 1.04%

1 Week

30.53%

increased by 1.20%

1 Month

31.49%

increased by 2.16%

Analysis last updated: Tuesday, July 28, 2026 at 02:23 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 Jul 24, 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

0.9306
5.33***
α

ARCH

Response to squared shocks

0.1665
1.25
β

GARCH

Volatility persistence

0.3169
0.83
γi Spline Coefficients
K=1
γ1-0.5952
-0.39

Persistence:

0.483

Half-life:

1 days