V-Lab
Ibotta Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
115.97%
increased by 0.19%
1 Week
130.95%
increased by 15.17%
1 Month
142.60%
increased by 26.82%
Analysis last updated: Saturday, September 12, 2026 at 12:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 18, 2024 to Sep 11, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9672 | 3.09*** |
| αARCH | 0.2078 | 0.99 |
| βGARCH | 0.4837 | 3.21*** |
Spline Coefficients
K=10
| γ1 | 36.2987 | 1.20 |
| γ2 | -74.9393 | -1.35 |
| γ3 | 81.6096 | 1.40 |
| γ4 | -86.0584 | -1.29 |
| γ5 | 78.6683 | 1.15 |
| γ6 | -75.4552 | -1.09 |
| γ7 | 85.6950 | 1.33 |
| γ8 | -85.0387 | -1.65* |
| γ9 | 75.4933 | 2.20** |
| γ10 | -54.7815 | -2.65*** |
0.691
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9672 | 3.09*** |
α ARCH Response to squared shocks | 0.2078 | 0.99 |
β GARCH Volatility persistence | 0.4837 | 3.21*** |
Spline Coefficients
K=10
| γ1 | 36.2987 | 1.20 |
| γ2 | -74.9393 | -1.35 |
| γ3 | 81.6096 | 1.40 |
| γ4 | -86.0584 | -1.29 |
| γ5 | 78.6683 | 1.15 |
| γ6 | -75.4552 | -1.09 |
| γ7 | 85.6950 | 1.33 |
| γ8 | -85.0387 | -1.65* |
| γ9 | 75.4933 | 2.20** |
| γ10 | -54.7815 | -2.65*** |
Persistence:
0.691
Half-life:
2 days
Other Ibotta Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities