V-Lab
Oklo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
109.45%
increased by 23.32%
1 Week
114.33%
increased by 28.20%
1 Month
132.04%
increased by 45.91%
Analysis last updated: Saturday, September 12, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Sep 11, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 6244 trading days (~24.8 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 ~6244 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2900 | 2.31** |
| αARCH | 0.2519 | 3.04*** |
| βGARCH | 0.7480 | 9.02*** |
Spline Coefficients
K=10
| γ1 | -11.9326 | -0.48 |
| γ2 | 15.0939 | 0.47 |
| γ3 | 3.0935 | 0.17 |
| γ4 | -16.4677 | -0.85 |
| γ5 | 28.5942 | 2.07** |
| γ6 | -32.2189 | -3.65*** |
| γ7 | 14.2260 | 1.38 |
| γ8 | -0.8383 | -0.09 |
| γ9 | 0.5451 | 0.07 |
| γ10 | 0.4827 | 0.09 |
1.000
Persistence6244d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2900 | 2.31** |
α ARCH Response to squared shocks | 0.2519 | 3.04*** |
β GARCH Volatility persistence | 0.7480 | 9.02*** |
Spline Coefficients
K=10
| γ1 | -11.9326 | -0.48 |
| γ2 | 15.0939 | 0.47 |
| γ3 | 3.0935 | 0.17 |
| γ4 | -16.4677 | -0.85 |
| γ5 | 28.5942 | 2.07** |
| γ6 | -32.2189 | -3.65*** |
| γ7 | 14.2260 | 1.38 |
| γ8 | -0.8383 | -0.09 |
| γ9 | 0.5451 | 0.07 |
| γ10 | 0.4827 | 0.09 |
Persistence:
1.000
Half-life:
6244 days
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