V-Lab
Insight Molecular Diagnostics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
106.19%
increased by 3.35%
1 Week
115.15%
increased by 12.31%
1 Month
122.40%
increased by 19.56%
Analysis last updated: Friday, July 24, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.3049 | 2.60*** |
α ARCH Response to squared shocks | 0.1594 | 3.79*** |
β GARCH Volatility persistence | 0.5338 | 4.95*** |
Spline Coefficients
K=10
| γ1 | 2.2914 | 2.02** |
| γ2 | -1.9550 | -1.22 |
| γ3 | -1.6324 | -1.67* |
| γ4 | 2.5558 | 3.16*** |
| γ5 | -2.5636 | -2.70*** |
| γ6 | 2.4475 | 2.32** |
| γ7 | -1.6663 | -1.64 |
| γ8 | 0.2592 | 0.23 |
| γ9 | 1.2752 | 1.23 |
| γ10 | -1.6466 | -2.63*** |
Persistence:
0.693
Half-life:
2 days
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