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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | 2.3235 | 2.06** |
| γ2 | -2.0164 | -1.26 |
| γ3 | -1.5901 | -1.63 |
| γ4 | 2.5519 | 3.22*** |
| γ5 | -2.5953 | -2.84*** |
| γ6 | 2.5108 | 2.42** |
| γ7 | -1.7632 | -1.73* |
| γ8 | 0.3630 | 0.32 |
| γ9 | 1.2635 | 1.09 |
| γ10 | -2.0173 | -1.93* |
Persistence:
0.700
Half-life:
2 days
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