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V-Lab

Insight Molecular Diagnostics Inc Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

93.57%

decreased by 3.04%

1 Week

101.62%

increased by 5.01%

1 Month

108.27%

increased by 11.66%

Analysis last updated: Friday, August 7, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Insight Molecular Diagnostics Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2015 to Aug 7, 2026

Model 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

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.3281
2.61***
α

ARCH

Response to squared shocks

0.1583
3.76***
β

GARCH

Volatility persistence

0.5417
5.11***
γi Spline Coefficients
K=10
γ12.3235
2.06**
γ2-2.0164
-1.26
γ3-1.5901
-1.63
γ42.5519
3.22***
γ5-2.5953
-2.84***
γ62.5108
2.42**
γ7-1.7632
-1.73*
γ80.3630
0.32
γ91.2635
1.09
γ10-2.0173
-1.93*

Persistence:

0.700

Half-life:

2 days