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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2026 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | -0.5952 | -0.39 |
Persistence:
0.483
Half-life:
1 days
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