ParkerVision Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
140.82%
decreased by 11.80%
1 Week
143.58%
decreased by 9.04%
1 Month
148.60%
decreased by 4.02%
Analysis last updated: Wednesday, July 15, 2026 at 09:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 1993 to Jul 10, 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 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8504 | 11.24*** |
α ARCH Response to squared shocks | 0.1594 | 7.60*** |
β GARCH Volatility persistence | 0.7111 | 20.75*** |
Spline Coefficients
K=2
| γ1 | 0.0059 | 4.76*** |
| γ2 | -0.0090 | -5.68*** |
Persistence:
0.870
Half-life:
5 days
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