V-Lab
Modular Medical Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
163.99%
decreased by 4.06%
1 Week
178.58%
increased by 10.53%
1 Month
185.84%
increased by 17.79%
Analysis last updated: Tuesday, August 25, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Aug 21, 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 | 1.1308 | 4.82*** |
α ARCH Response to squared shocks | 0.1676 | 2.96*** |
β GARCH Volatility persistence | 0.3707 | 2.31** |
Spline Coefficients
K=6
| γ1 | 3.7502 | 2.85*** |
| γ2 | -5.4996 | -2.80*** |
| γ3 | 0.9371 | 0.65 |
| γ4 | 2.4034 | 1.78* |
| γ5 | -0.6988 | -0.49 |
| γ6 | -2.2399 | -1.81* |
Persistence:
0.538
Half-life:
1 days
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