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V-Lab

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

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 10, 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

1.1909
4.79***
α

ARCH

Response to squared shocks

0.1725
2.96***
β

GARCH

Volatility persistence

0.3729
2.41**
γi Spline Coefficients
K=6
γ14.0543
2.90***
γ2-5.7970
-2.76***
γ30.7897
0.50
γ42.4310
1.61
γ5-0.3408
-0.20
γ6-2.5622
-1.59

Persistence:

0.545

Half-life:

1 days