V-Lab
GraniteShares YieldBoost HIMS ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
17.63%
unchanged at 0.00%
1 Week
17.63%
unchanged at 0.00%
1 Month
17.63%
unchanged at 0.00%
Analysis last updated: Saturday, July 25, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2025 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 | 1.0209 | 4.35*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.5712 | 0.15 |
Spline Coefficients
K=2
| γ1 | -17.6864 | -1.99** |
| γ2 | 26.5308 | 2.29** |
Persistence:
0.571
Half-life:
1 days
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