V-Lab
Modular Medical Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 22nd, 2026
1 Day
151.85%
decreased by 1.83%
1 Week
166.50%
increased by 12.82%
1 Month
175.43%
increased by 21.75%
Analysis last updated: Monday, September 21, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Sep 18, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8720 | 4.65*** |
| αARCH | 0.1731 | 3.12*** |
| βGARCH | 0.4365 | 3.02*** |
Spline Coefficients
K=4
| γ1 | 0.6778 | 1.11 |
| γ2 | -1.9552 | -2.23** |
| γ3 | 3.0487 | 5.24*** |
| γ4 | -2.6998 | -5.87*** |
0.610
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8720 | 4.65*** |
α ARCH Response to squared shocks | 0.1731 | 3.12*** |
β GARCH Volatility persistence | 0.4365 | 3.02*** |
Spline Coefficients
K=4
| γ1 | 0.6778 | 1.11 |
| γ2 | -1.9552 | -2.23** |
| γ3 | 3.0487 | 5.24*** |
| γ4 | -2.6998 | -5.87*** |
Persistence:
0.610
Half-life:
1 days
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