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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Palantir Technologies Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 30, 2020 to Aug 21, 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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*
γi Spline Coefficients
K=10
γ1-5.3769
-2.58***
γ211.8059
3.43***
γ3-10.8282
-4.08***
γ46.4667
2.69***
γ5-2.4957
-0.82
γ6-1.1589
-0.30
γ75.4902
1.57
γ8-9.2285
-3.50***
γ99.8481
3.80***
γ10-6.0946
-2.92***

Persistence:

0.535

Half-life:

1 days