Mobile-Health Network Soltns Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
77.60%
decreased by 1.58%
1 Week
83.93%
increased by 4.75%
1 Month
87.57%
increased by 8.39%
Analysis last updated: Tuesday, July 21, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 10, 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
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.7521 | 1.72* |
α ARCH Response to squared shocks | 0.2015 | 2.50** |
β GARCH Volatility persistence | 0.3861 | 2.32** |
Spline Coefficients
K=9
| γ1 | 18.9864 | 0.75 |
| γ2 | -0.9110 | -0.02 |
| γ3 | -6.3485 | -0.20 |
| γ4 | -59.3408 | -1.29 |
| γ5 | 95.6705 | 1.97** |
| γ6 | -58.4276 | -1.33 |
| γ7 | -10.1917 | -0.21 |
| γ8 | 33.4199 | 0.78 |
| γ9 | -12.5009 | -0.52 |
Persistence:
0.588
Half-life:
1 days
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