Oklo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
68.73%
decreased by 3.28%
1 Week
75.66%
increased by 3.65%
1 Month
98.59%
increased by 26.58%
Analysis last updated: Friday, October 23, 2026 at 11:38 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Oct 23, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 4387 trading days (~17.4 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 ~4387 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.3151 | 2.40** |
| αARCH | 0.2640 | 5.74*** |
| βGARCH | 0.7358 | 16.05*** |
Spline Coefficients
K=10
| γ1 | -9.7526 | -0.51 |
| γ2 | 13.0151 | 0.53 |
| γ3 | 1.5612 | 0.11 |
| γ4 | -12.9895 | -0.73 |
| γ5 | 24.6023 | 1.67* |
| γ6 | -29.7822 | -3.16*** |
| γ7 | 13.8787 | 1.47 |
| γ8 | -0.6141 | -0.07 |
| γ9 | -0.1717 | -0.03 |
| γ10 | 0.9908 | 0.21 |
1.000
Persistence4387d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3151 | 2.40** |
α ARCH Response to squared shocks | 0.2640 | 5.74*** |
β GARCH Volatility persistence | 0.7358 | 16.05*** |
Spline Coefficients
K=10
| γ1 | -9.7526 | -0.51 |
| γ2 | 13.0151 | 0.53 |
| γ3 | 1.5612 | 0.11 |
| γ4 | -12.9895 | -0.73 |
| γ5 | 24.6023 | 1.67* |
| γ6 | -29.7822 | -3.16*** |
| γ7 | 13.8787 | 1.47 |
| γ8 | -0.6141 | -0.07 |
| γ9 | -0.1717 | -0.03 |
| γ10 | 0.9908 | 0.21 |
Persistence:
1.000
Half-life:
4387 days
Other Zero Slope Spline-GARCH Analyses on Equities