V-Lab
Onterris Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
99.71%
decreased by 0.23%
1 Week
103.19%
increased by 3.25%
1 Month
104.05%
increased by 4.11%
Analysis last updated: Saturday, September 12, 2026 at 12:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2020 to Sep 11, 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
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.0134 | 5.90*** |
| αARCH | 0.0786 | 1.49 |
| βGARCH | 0.1131 | 0.46 |
Spline Coefficients
K=10
| γ1 | -2.5466 | -1.69* |
| γ2 | 4.1815 | 1.91* |
| γ3 | -1.0483 | -0.61 |
| γ4 | -2.5073 | -1.30 |
| γ5 | 3.9339 | 1.76* |
| γ6 | -3.2884 | -1.38 |
| γ7 | 2.9549 | 1.44 |
| γ8 | -5.5053 | -2.37** |
| γ9 | 8.7108 | 3.37*** |
| γ10 | -7.2550 | -3.48*** |
0.192
Persistence0d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0134 | 5.90*** |
α ARCH Response to squared shocks | 0.0786 | 1.49 |
β GARCH Volatility persistence | 0.1131 | 0.46 |
Spline Coefficients
K=10
| γ1 | -2.5466 | -1.69* |
| γ2 | 4.1815 | 1.91* |
| γ3 | -1.0483 | -0.61 |
| γ4 | -2.5073 | -1.30 |
| γ5 | 3.9339 | 1.76* |
| γ6 | -3.2884 | -1.38 |
| γ7 | 2.9549 | 1.44 |
| γ8 | -5.5053 | -2.37** |
| γ9 | 8.7108 | 3.37*** |
| γ10 | -7.2550 | -3.48*** |
Persistence:
0.192
Half-life:
0 days
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