V-Lab
Korro Bio Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
87.62%
decreased by 3.10%
1 Week
93.18%
increased by 2.46%
1 Month
95.72%
increased by 5.00%
Analysis last updated: Monday, August 24, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 3, 2019 to Aug 21, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4857 | 4.80*** |
α ARCH Response to squared shocks | 0.1361 | 2.50** |
β GARCH Volatility persistence | 0.3649 | 2.67*** |
Spline Coefficients
K=8
| γ1 | -0.0502 | -0.02 |
| γ2 | -1.6373 | -0.42 |
| γ3 | 3.7960 | 1.45 |
| γ4 | -3.2610 | -1.92* |
| γ5 | 0.8829 | 0.46 |
| γ6 | 1.0476 | 0.48 |
| γ7 | -1.7346 | -1.17 |
| γ8 | 1.4625 | 2.96*** |
Persistence:
0.501
Half-life:
1 days
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