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V-Lab

PowerBank Corp Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

66.46%

decreased by 5.54%

1 Week

74.60%

increased by 2.60%

1 Month

87.98%

increased by 15.98%

Analysis last updated: Friday, August 14, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PowerBank Corp SGARCH

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 5 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6580
3.16***
α

ARCH

Response to squared shocks

0.2555
2.11**
β

GARCH

Volatility persistence

0.6178
4.03***
γi Spline Coefficients
K=1
γ1-0.5214
-1.27

Persistence:

0.873

Half-life:

5 days