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V-Lab

Oklo Inc Zero Slope Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 27th, 2026

1 Day

95.45%

increased by 21.96%

1 Week

99.96%

increased by 26.47%

1 Month

116.28%

increased by 42.79%

Analysis last updated: Friday, July 24, 2026 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Oklo Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 8, 2021 to Jul 24, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 17773 trading days (~70.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1854
2.07**
α

ARCH

Response to squared shocks

0.2239
0.14
β

GARCH

Volatility persistence

0.7760
0.49
γi Spline Coefficients
K=10
γ1-18.2683
-0.08
γ221.7548
0.08
γ34.6665
0.05
γ4-20.5364
-0.27
γ531.4689
0.81
γ6-30.7535
-3.64***
γ710.0473
0.65
γ81.1227
0.07
γ90.5600
0.04
γ100.6777
0.06

Persistence:

1.000

Half-life:

17773 days