V-Lab
MindForge Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
145.43%
increased by 0.04%
1 Week
145.53%
increased by 0.14%
1 Month
145.91%
increased by 0.52%
Analysis last updated: Friday, October 2, 2026 at 10:45 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2024 to Oct 2, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 804 trading days (~3.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
High persistence: persistence 0.999, shock half-life ~804 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.7626 | 0.84 |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 0.9991 | 1.15 |
Spline Coefficients
K=9
| γ1 | 0.3205 | 0.00 |
| γ2 | -31.2914 | -0.21 |
| γ3 | 57.4159 | 0.95 |
| γ4 | -46.8574 | -0.80 |
| γ5 | 48.4605 | 2.23** |
| γ6 | -68.5239 | -2.11** |
| γ7 | 106.0006 | 6.55*** |
| γ8 | -123.8518 | -3.66*** |
| γ9 | 76.6494 | 2.74*** |
0.999
Persistence804d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7626 | 0.84 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9991 | 1.15 |
Spline Coefficients
K=9
| γ1 | 0.3205 | 0.00 |
| γ2 | -31.2914 | -0.21 |
| γ3 | 57.4159 | 0.95 |
| γ4 | -46.8574 | -0.80 |
| γ5 | 48.4605 | 2.23** |
| γ6 | -68.5239 | -2.11** |
| γ7 | 106.0006 | 6.55*** |
| γ8 | -123.8518 | -3.66*** |
| γ9 | 76.6494 | 2.74*** |
Persistence:
0.999
Half-life:
804 days
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