Insight Molecular Diagnostics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
110.15%
decreased by 1.92%
1 Week
119.92%
increased by 7.85%
1 Month
127.76%
increased by 15.69%
Analysis last updated: Monday, July 20, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Jul 17, 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 | 2.2954 | 2.59*** |
α ARCH Response to squared shocks | 0.1591 | 3.79*** |
β GARCH Volatility persistence | 0.5327 | 4.91*** |
Spline Coefficients
K=10
| γ1 | 2.2767 | 1.99** |
| γ2 | -1.9089 | -1.18 |
| γ3 | -1.6920 | -1.73* |
| γ4 | 2.5982 | 3.15*** |
| γ5 | -2.5760 | -2.62*** |
| γ6 | 2.4169 | 2.24** |
| γ7 | -1.5749 | -1.54 |
| γ8 | 0.1119 | 0.10 |
| γ9 | 1.4320 | 1.41 |
| γ10 | -1.7317 | -2.86*** |
Persistence:
0.692
Half-life:
2 days
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