V-Lab
NVIDIA Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
41.38%
increased by 1.23%
1 Week
41.43%
increased by 1.28%
1 Month
41.57%
increased by 1.42%
Analysis last updated: Monday, September 14, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Sep 11, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2839 | 7.34*** |
| αARCH | 0.0687 | 6.16*** |
| βGARCH | 0.8620 | 38.53*** |
Spline Coefficients
K=10
| γ1 | -0.0617 | -0.66 |
| γ2 | -0.0458 | -0.29 |
| γ3 | 0.3234 | 2.74*** |
| γ4 | -0.4082 | -2.91*** |
| γ5 | 0.2132 | 1.44 |
| γ6 | 0.1623 | 1.37 |
| γ7 | -0.3827 | -3.35*** |
| γ8 | 0.3701 | 3.15*** |
| γ9 | -0.3150 | -3.22*** |
| γ10 | 0.1997 | 3.19*** |
0.931
Persistence10d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2839 | 7.34*** |
α ARCH Response to squared shocks | 0.0687 | 6.16*** |
β GARCH Volatility persistence | 0.8620 | 38.53*** |
Spline Coefficients
K=10
| γ1 | -0.0617 | -0.66 |
| γ2 | -0.0458 | -0.29 |
| γ3 | 0.3234 | 2.74*** |
| γ4 | -0.4082 | -2.91*** |
| γ5 | 0.2132 | 1.44 |
| γ6 | 0.1623 | 1.37 |
| γ7 | -0.3827 | -3.35*** |
| γ8 | 0.3701 | 3.15*** |
| γ9 | -0.3150 | -3.22*** |
| γ10 | 0.1997 | 3.19*** |
Persistence:
0.931
Half-life:
10 days
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