V-Lab
Micron Technology Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
84.58%
decreased by 1.54%
1 Week
84.13%
decreased by 1.99%
1 Month
82.40%
decreased by 3.72%
Analysis last updated: Tuesday, August 25, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 80 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2091 | 8.46*** |
α ARCH Response to squared shocks | 0.0377 | 8.38*** |
β GARCH Volatility persistence | 0.9537 | 188.64*** |
Spline Coefficients
K=1
| γ1 | 0.0004 | 1.94* |
Persistence:
0.991
Half-life:
80 days
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