V-Lab
Palantir Technologies Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
48.42%
decreased by 0.46%
1 Week
49.41%
increased by 0.53%
1 Month
49.91%
increased by 1.03%
Analysis last updated: Tuesday, August 25, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2020 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3266 | 6.49*** |
α ARCH Response to squared shocks | 0.0639 | 1.85* |
β GARCH Volatility persistence | 0.4708 | 1.87* |
Spline Coefficients
K=10
| γ1 | -5.3769 | -2.58*** |
| γ2 | 11.8059 | 3.43*** |
| γ3 | -10.8282 | -4.08*** |
| γ4 | 6.4667 | 2.69*** |
| γ5 | -2.4957 | -0.82 |
| γ6 | -1.1589 | -0.30 |
| γ7 | 5.4902 | 1.57 |
| γ8 | -9.2285 | -3.50*** |
| γ9 | 9.8481 | 3.80*** |
| γ10 | -6.0946 | -2.92*** |
Persistence:
0.535
Half-life:
1 days
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