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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 31, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0004 | 1.86* |
Persistence:
0.992
Half-life:
84 days
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