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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Jul 24, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=10
| γ1 | -18.2683 | -0.08 |
| γ2 | 21.7548 | 0.08 |
| γ3 | 4.6665 | 0.05 |
| γ4 | -20.5364 | -0.27 |
| γ5 | 31.4689 | 0.81 |
| γ6 | -30.7535 | -3.64*** |
| γ7 | 10.0473 | 0.65 |
| γ8 | 1.1227 | 0.07 |
| γ9 | 0.5600 | 0.04 |
| γ10 | 0.6777 | 0.06 |
Persistence:
1.000
Half-life:
17773 days
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