V-Lab
Onterris Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
66.87%
decreased by 2.64%
1 Week
69.46%
decreased by 0.05%
1 Month
70.27%
increased by 0.76%
Analysis last updated: Wednesday, August 5, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2020 to Jul 31, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1071 | 11.05*** |
α ARCH Response to squared shocks | 0.0991 | 1.83* |
β GARCH Volatility persistence | 0.2255 | 1.05 |
Spline Coefficients
K=2
| γ1 | 0.0907 | 2.17** |
| γ2 | -0.1213 | -2.23** |
Persistence:
0.325
Half-life:
1 days
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