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V-Lab

Micron Technology Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

104.31%

decreased by 2.38%

1 Week

103.67%

decreased by 3.02%

1 Month

101.22%

decreased by 5.47%

Analysis last updated: Wednesday, August 5, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Micron Technology Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 31, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 84 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2138
8.18***
α

ARCH

Response to squared shocks

0.0380
8.46***
β

GARCH

Volatility persistence

0.9538
190.53***
γi Spline Coefficients
K=1
γ10.0004
1.86*

Persistence:

0.992

Half-life:

84 days