V-Lab
KBR Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
45.04%
increased by 1.62%
1 Week
44.01%
increased by 0.59%
1 Month
40.95%
decreased by 2.47%
Analysis last updated: Wednesday, August 5, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 16, 2006 to Jul 31, 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 12 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2188 | 11.15*** |
α ARCH Response to squared shocks | 0.0824 | 5.12*** |
β GARCH Volatility persistence | 0.8623 | 36.27*** |
Spline Coefficients
K=1
| γ1 | 0.0016 | 2.88*** |
Persistence:
0.945
Half-life:
12 days
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