Mobile-Health Network Soltns Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
107.32%
decreased by 22.88%
1 Week
119.54%
decreased by 10.66%
1 Month
131.94%
increased by 1.74%
Analysis last updated: Friday, October 23, 2026 at 10:21 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 10, 2024 to Oct 23, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 4.3051 | 1.64 |
| αARCH | 0.3660 | 2.70*** |
| βGARCH | 0.3945 | 3.70*** |
Spline Coefficients
K=10
| γ1 | 14.4925 | 0.55 |
| γ2 | 6.5764 | 0.17 |
| γ3 | -6.3268 | -0.17 |
| γ4 | -67.2070 | -1.23 |
| γ5 | 102.8568 | 1.76* |
| γ6 | -61.9640 | -1.18 |
| γ7 | -7.9572 | -0.13 |
| γ8 | 29.0657 | 0.53 |
| γ9 | -1.3597 | -0.04 |
| γ10 | -12.5961 | -0.64 |
0.761
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.3051 | 1.64 |
α ARCH Response to squared shocks | 0.3660 | 2.70*** |
β GARCH Volatility persistence | 0.3945 | 3.70*** |
Spline Coefficients
K=10
| γ1 | 14.4925 | 0.55 |
| γ2 | 6.5764 | 0.17 |
| γ3 | -6.3268 | -0.17 |
| γ4 | -67.2070 | -1.23 |
| γ5 | 102.8568 | 1.76* |
| γ6 | -61.9640 | -1.18 |
| γ7 | -7.9572 | -0.13 |
| γ8 | 29.0657 | 0.53 |
| γ9 | -1.3597 | -0.04 |
| γ10 | -12.5961 | -0.64 |
Persistence:
0.761
Half-life:
3 days
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