V-Lab
Praxis Precision Medicines Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
74.72%
decreased by 7.49%
1 Week
93.14%
increased by 10.93%
1 Month
100.35%
increased by 18.14%
Analysis last updated: Friday, July 24, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 16, 2020 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1901 | 3.88*** |
α ARCH Response to squared shocks | 0.4785 | 2.14** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=4
| γ1 | 0.6190 | 1.51 |
| γ2 | -1.3571 | -2.07** |
| γ3 | 1.2352 | 2.59*** |
| γ4 | -0.6094 | -2.25** |
Persistence:
0.478
Half-life:
1 days
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