V-Lab
ServiceNow Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
57.43%
increased by 6.11%
1 Week
55.93%
increased by 4.61%
1 Month
51.73%
increased by 0.41%
Analysis last updated: Friday, July 24, 2026 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Jul 24, 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 10 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3829 | 6.92*** |
α ARCH Response to squared shocks | 0.0689 | 4.90*** |
β GARCH Volatility persistence | 0.8659 | 29.31*** |
Spline Coefficients
K=2
| γ1 | 0.0226 | 2.07** |
| γ2 | -0.0270 | -1.96* |
Persistence:
0.935
Half-life:
10 days
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