V-Lab
Insight Molecular Diagnostics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
100.22%
decreased by 2.99%
1 Week
109.45%
increased by 6.24%
1 Month
115.94%
increased by 12.73%
Analysis last updated: Friday, August 21, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.3729 | 3.22*** |
α ARCH Response to squared shocks | 0.1687 | 3.77*** |
β GARCH Volatility persistence | 0.4853 | 4.38*** |
Spline Coefficients
K=8
| γ1 | 2.3792 | 3.54*** |
| γ2 | -3.2942 | -3.25*** |
| γ3 | 1.3010 | 1.69* |
| γ4 | -0.9217 | -1.17 |
| γ5 | 1.2646 | 1.93* |
| γ6 | -1.5137 | -3.19*** |
| γ7 | 1.6332 | 4.54*** |
| γ8 | -1.2591 | -4.66*** |
Persistence:
0.654
Half-life:
2 days
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