NextBoat Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
80.95%
decreased by 1.72%
1 Week
83.86%
increased by 1.19%
1 Month
88.22%
increased by 5.55%
Analysis last updated: Friday, July 17, 2026 at 11:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Jul 17, 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 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0677 | 4.16*** |
α ARCH Response to squared shocks | 0.1114 | 1.84* |
β GARCH Volatility persistence | 0.7230 | 3.36*** |
Spline Coefficients
K=1
| γ1 | 0.3173 | 0.31 |
Persistence:
0.834
Half-life:
4 days
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