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V-Lab

PowerBank Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

81.72%

decreased by 2.32%

1 Week

93.63%

increased by 9.59%

1 Month

114.48%

increased by 30.44%

Analysis last updated: Monday, August 17, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PowerBank Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 8, 2024 to Aug 14, 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 6 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7750
3.57***
α

ARCH

Response to squared shocks

0.2332
1.92*
β

GARCH

Volatility persistence

0.6578
3.88***
γi Spline Coefficients
K=1
γ1-0.1395
-1.89*

Persistence:

0.891

Half-life:

6 days