Modular Medical Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
138.68%
decreased by 1.24%
1 Week
152.13%
increased by 12.21%
1 Month
158.92%
increased by 19.00%
Analysis last updated: Friday, July 10, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Jul 10, 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 | 1.1909 | 4.79*** |
α ARCH Response to squared shocks | 0.1725 | 2.96*** |
β GARCH Volatility persistence | 0.3729 | 2.41** |
Spline Coefficients
K=6
| γ1 | 4.0543 | 2.90*** |
| γ2 | -5.7970 | -2.76*** |
| γ3 | 0.7897 | 0.50 |
| γ4 | 2.4310 | 1.61 |
| γ5 | -0.3408 | -0.20 |
| γ6 | -2.5622 | -1.59 |
Persistence:
0.545
Half-life:
1 days
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