V-Lab
MindForge Inc Spline-GARCH Volatility Analysis
Volatility prediction for Friday, July 24th, 2026
1 Day
270.29%
decreased by 51.61%
1 Week
283.96%
decreased by 37.94%
1 Month
288.14%
decreased by 33.76%
Analysis last updated: Friday, July 24, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2024 to Jul 17, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7555 | 1.88* |
α ARCH Response to squared shocks | 0.1650 | 2.86*** |
β GARCH Volatility persistence | 0.1561 | 0.96 |
Spline Coefficients
K=10
| γ1 | 68.6437 | 1.69* |
| γ2 | -139.9923 | -2.37** |
| γ3 | 106.3937 | 3.50*** |
| γ4 | -37.6322 | -1.98** |
| γ5 | -13.7914 | -0.66 |
| γ6 | 58.2093 | 2.19** |
| γ7 | -105.0716 | -3.56*** |
| γ8 | 128.0778 | 3.44*** |
| γ9 | -69.3959 | -1.56 |
| γ10 | -52.3550 | -1.49 |
Persistence:
0.321
Half-life:
1 days
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