V-Lab
VanEck Uranium and Nuclear ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 22nd, 2026
1 Day
46.56%
increased by 0.16%
1 Week
47.17%
increased by 0.77%
1 Month
48.84%
increased by 2.44%
Analysis last updated: Monday, September 21, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2007 to Sep 18, 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 12 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2779 | 6.69*** |
| αARCH | 0.0793 | 5.63*** |
| βGARCH | 0.8650 | 41.42*** |
Spline Coefficients
K=8
| γ1 | 0.0632 | 0.37 |
| γ2 | -0.2198 | -0.78 |
| γ3 | 0.3322 | 1.80* |
| γ4 | -0.3224 | -2.52** |
| γ5 | 0.3389 | 3.05*** |
| γ6 | -0.2644 | -2.51** |
| γ7 | 0.1966 | 2.01** |
| γ8 | -0.2638 | -3.80*** |
0.944
Persistence12d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2779 | 6.69*** |
α ARCH Response to squared shocks | 0.0793 | 5.63*** |
β GARCH Volatility persistence | 0.8650 | 41.42*** |
Spline Coefficients
K=8
| γ1 | 0.0632 | 0.37 |
| γ2 | -0.2198 | -0.78 |
| γ3 | 0.3322 | 1.80* |
| γ4 | -0.3224 | -2.52** |
| γ5 | 0.3389 | 3.05*** |
| γ6 | -0.2644 | -2.51** |
| γ7 | 0.1966 | 2.01** |
| γ8 | -0.2638 | -3.80*** |
Persistence:
0.944
Half-life:
12 days
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