V-Lab
Obsidian Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
134.44%
decreased by 3.30%
1 Week
144.02%
increased by 6.28%
1 Month
151.52%
increased by 13.78%
Analysis last updated: Friday, October 2, 2026 at 10:52 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 2019 to Oct 2, 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 2 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 | 0.8883 | 6.05*** |
| αARCH | 0.1359 | 3.42*** |
| βGARCH | 0.5454 | 4.20*** |
Spline Coefficients
K=8
| γ1 | -0.5523 | -0.51 |
| γ2 | 2.9879 | 1.47 |
| γ3 | -5.8497 | -2.47** |
| γ4 | 6.4797 | 2.45** |
| γ5 | -4.6487 | -1.78* |
| γ6 | 1.2295 | 0.51 |
| γ7 | 1.4647 | 0.86 |
| γ8 | -1.6640 | -1.52 |
0.681
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8883 | 6.05*** |
α ARCH Response to squared shocks | 0.1359 | 3.42*** |
β GARCH Volatility persistence | 0.5454 | 4.20*** |
Spline Coefficients
K=8
| γ1 | -0.5523 | -0.51 |
| γ2 | 2.9879 | 1.47 |
| γ3 | -5.8497 | -2.47** |
| γ4 | 6.4797 | 2.45** |
| γ5 | -4.6487 | -1.78* |
| γ6 | 1.2295 | 0.51 |
| γ7 | 1.4647 | 0.86 |
| γ8 | -1.6640 | -1.52 |
Persistence:
0.681
Half-life:
2 days
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