V-Lab
Poet Technologies Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
132.58%
increased by 16.90%
1 Week
133.42%
increased by 17.74%
1 Month
134.41%
increased by 18.73%
Analysis last updated: Friday, July 24, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 3, 2014 to Jul 24, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3116 | 5.89*** |
α ARCH Response to squared shocks | 0.2869 | 6.00*** |
β GARCH Volatility persistence | 0.4885 | 7.08*** |
Spline Coefficients
K=9
| γ1 | -0.3709 | -1.04 |
| γ2 | 1.2783 | 2.18** |
| γ3 | -1.7599 | -3.16*** |
| γ4 | 1.3414 | 2.56** |
| γ5 | -0.9092 | -2.17** |
| γ6 | 0.9158 | 2.10** |
| γ7 | -0.6279 | -1.13 |
| γ8 | 0.0615 | 0.10 |
| γ9 | 0.0446 | 0.10 |
Persistence:
0.775
Half-life:
3 days
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