V-Lab
Oklo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
53.30%
decreased by 3.34%
1 Week
60.52%
increased by 3.88%
1 Month
83.35%
increased by 26.71%
Analysis last updated: Friday, October 2, 2026 at 11:54 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Oct 2, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 5776 trading days (~22.9 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
High persistence: persistence 1.000, shock half-life ~5776 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2884 | 2.32** |
| αARCH | 0.2541 | 3.76*** |
| βGARCH | 0.7458 | 11.06*** |
Spline Coefficients
K=10
| γ1 | -11.4573 | -0.49 |
| γ2 | 14.7110 | 0.49 |
| γ3 | 2.5312 | 0.15 |
| γ4 | -15.3138 | -0.80 |
| γ5 | 27.2656 | 1.90* |
| γ6 | -31.4525 | -3.44*** |
| γ7 | 14.0942 | 1.38 |
| γ8 | -0.3829 | -0.04 |
| γ9 | -0.7552 | -0.10 |
| γ10 | 1.8393 | 0.35 |
1.000
Persistence5776d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2884 | 2.32** |
α ARCH Response to squared shocks | 0.2541 | 3.76*** |
β GARCH Volatility persistence | 0.7458 | 11.06*** |
Spline Coefficients
K=10
| γ1 | -11.4573 | -0.49 |
| γ2 | 14.7110 | 0.49 |
| γ3 | 2.5312 | 0.15 |
| γ4 | -15.3138 | -0.80 |
| γ5 | 27.2656 | 1.90* |
| γ6 | -31.4525 | -3.44*** |
| γ7 | 14.0942 | 1.38 |
| γ8 | -0.3829 | -0.04 |
| γ9 | -0.7552 | -0.10 |
| γ10 | 1.8393 | 0.35 |
Persistence:
1.000
Half-life:
5776 days
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