V-Lab
Sprott Active Mtls & MNS ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
46.18%
unchanged at 0.00%
1 Week
46.18%
unchanged at 0.00%
1 Month
46.18%
unchanged at 0.00%
Analysis last updated: Saturday, July 25, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2025 to Jul 24, 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 | 0.9908 | 3.44*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9459 | 7.55*** |
Spline Coefficients
K=1
| γ1 | -0.1005 | -0.14 |
Persistence:
0.946
Half-life:
12 days
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