Obsidian Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
122.09%
decreased by 2.46%
1 Week
131.81%
increased by 7.26%
1 Month
139.37%
increased by 14.82%
Analysis last updated: Thursday, October 15, 2026 at 09:52 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 9, 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 | 6.04*** |
| αARCH | 0.1358 | 3.42*** |
| βGARCH | 0.5455 | 4.20*** |
Spline Coefficients
K=8
| γ1 | -0.5548 | -0.51 |
| γ2 | 2.9915 | 1.47 |
| γ3 | -5.8528 | -2.47** |
| γ4 | 6.4859 | 2.45** |
| γ5 | -4.6633 | -1.78* |
| γ6 | 1.2671 | 0.53 |
| γ7 | 1.3833 | 0.82 |
| γ8 | -1.5633 | -1.48 |
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 | 6.04*** |
α ARCH Response to squared shocks | 0.1358 | 3.42*** |
β GARCH Volatility persistence | 0.5455 | 4.20*** |
Spline Coefficients
K=8
| γ1 | -0.5548 | -0.51 |
| γ2 | 2.9915 | 1.47 |
| γ3 | -5.8528 | -2.47** |
| γ4 | 6.4859 | 2.45** |
| γ5 | -4.6633 | -1.78* |
| γ6 | 1.2671 | 0.53 |
| γ7 | 1.3833 | 0.82 |
| γ8 | -1.5633 | -1.48 |
Persistence:
0.681
Half-life:
2 days
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