Skip to main content
V-Lab

Modular Medical Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

432.48%

increased by 0.71%

1 Week

471.61%

increased by 39.84%

1 Month

490.36%

increased by 58.59%

Analysis last updated: Wednesday, August 5, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Modular Medical Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2022 to Jul 31, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5643
5.18***
α

ARCH

Response to squared shocks

0.1609
2.69***
β

GARCH

Volatility persistence

0.3639
1.97**
γi Spline Coefficients
K=9
γ114.4810
4.45***
γ2-18.6905
-3.66***
γ34.7640
1.11
γ4-1.5828
-0.38
γ5-1.2630
-0.34
γ68.0971
2.02**
γ7-10.4300
-2.21**
γ812.1648
2.40**
γ9-13.2126
-3.08***

Persistence:

0.525

Half-life:

1 days