NVIDIA Corp Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
40.60%
increased by 1.99%
1 Week
40.06%
increased by 1.45%
1 Month
38.61%
decreased by 0.00%
Analysis last updated: Tuesday, July 14, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Jul 10, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2857 | 7.38*** |
α ARCH Response to squared shocks | 0.0680 | 6.15*** |
β GARCH Volatility persistence | 0.8630 | 38.49*** |
Spline Coefficients
K=10
| γ1 | -0.0451 | -0.48 |
| γ2 | -0.0797 | -0.51 |
| γ3 | 0.3538 | 2.93*** |
| γ4 | -0.4206 | -2.88*** |
| γ5 | 0.1940 | 1.28 |
| γ6 | 0.2027 | 1.70* |
| γ7 | -0.4125 | -3.49*** |
| γ8 | 0.3686 | 3.03*** |
| γ9 | -0.2701 | -2.49** |
| γ10 | 0.0715 | 0.53 |
Persistence:
0.931
Half-life:
10 days
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