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V-Lab

Onterris Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

66.48%

increased by 0.53%

1 Week

69.29%

increased by 3.34%

1 Month

70.14%

increased by 4.19%

Analysis last updated: Friday, July 10, 2026 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 24, 2020 to Jul 10, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1077
11.05***
α

ARCH

Response to squared shocks

0.0993
1.82*
β

GARCH

Volatility persistence

0.2141
1.01
γi Spline Coefficients
K=2
γ10.0900
2.13**
γ2-0.1203
-2.19**

Persistence:

0.313

Half-life:

1 days