V-Lab
Onterris Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, October 6th, 2026
1 Day
121.02%
increased by 10.18%
1 Week
116.90%
increased by 6.06%
1 Month
115.90%
increased by 5.06%
Analysis last updated: Monday, October 5, 2026 at 09:54 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2020 to Oct 2, 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.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.0014 | 5.92*** |
| αARCH | 0.0766 | 1.48 |
| βGARCH | 0.0858 | 0.36 |
Spline Coefficients
K=10
| γ1 | -2.6461 | -1.78* |
| γ2 | 4.3765 | 2.04** |
| γ3 | -1.2639 | -0.75 |
| γ4 | -2.2959 | -1.21 |
| γ5 | 3.7960 | 1.72* |
| γ6 | -3.1650 | -1.32 |
| γ7 | 2.6708 | 1.28 |
| γ8 | -4.9999 | -2.20** |
| γ9 | 8.2149 | 3.29*** |
| γ10 | -6.9396 | -3.64*** |
0.162
Persistence0d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0014 | 5.92*** |
α ARCH Response to squared shocks | 0.0766 | 1.48 |
β GARCH Volatility persistence | 0.0858 | 0.36 |
Spline Coefficients
K=10
| γ1 | -2.6461 | -1.78* |
| γ2 | 4.3765 | 2.04** |
| γ3 | -1.2639 | -0.75 |
| γ4 | -2.2959 | -1.21 |
| γ5 | 3.7960 | 1.72* |
| γ6 | -3.1650 | -1.32 |
| γ7 | 2.6708 | 1.28 |
| γ8 | -4.9999 | -2.20** |
| γ9 | 8.2149 | 3.29*** |
| γ10 | -6.9396 | -3.64*** |
Persistence:
0.162
Half-life:
0 days
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