V-Lab
MindForge Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
195.31%
increased by 11.82%
1 Week
200.00%
increased by 16.51%
1 Month
201.67%
increased by 18.18%
Analysis last updated: Friday, September 11, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2024 to Sep 11, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.6394 | 1.68* |
| αARCH | 0.1590 | 2.84*** |
| βGARCH | 0.2267 | 1.27 |
Spline Coefficients
K=9
| γ1 | 25.9068 | 0.86 |
| γ2 | -69.0687 | -1.52 |
| γ3 | 76.3125 | 2.63*** |
| γ4 | -57.7127 | -2.91*** |
| γ5 | 57.9002 | 3.57*** |
| γ6 | -81.3458 | -5.10*** |
| γ7 | 114.7420 | 6.39*** |
| γ8 | -113.5173 | -4.81*** |
| γ9 | 55.7327 | 2.84*** |
0.386
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6394 | 1.68* |
α ARCH Response to squared shocks | 0.1590 | 2.84*** |
β GARCH Volatility persistence | 0.2267 | 1.27 |
Spline Coefficients
K=9
| γ1 | 25.9068 | 0.86 |
| γ2 | -69.0687 | -1.52 |
| γ3 | 76.3125 | 2.63*** |
| γ4 | -57.7127 | -2.91*** |
| γ5 | 57.9002 | 3.57*** |
| γ6 | -81.3458 | -5.10*** |
| γ7 | 114.7420 | 6.39*** |
| γ8 | -113.5173 | -4.81*** |
| γ9 | 55.7327 | 2.84*** |
Persistence:
0.386
Half-life:
1 days
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