V-Lab
PowerBank Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
75.81%
decreased by 1.70%
1 Week
88.49%
increased by 10.98%
1 Month
111.23%
increased by 33.72%
Analysis last updated: Friday, August 21, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 8, 2024 to Aug 21, 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 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8117 | 3.47*** |
α ARCH Response to squared shocks | 0.2377 | 1.99** |
β GARCH Volatility persistence | 0.6622 | 4.02*** |
Spline Coefficients
K=1
| γ1 | -0.1245 | -1.71* |
Persistence:
0.900
Half-life:
7 days
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