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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ParkerVision Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 1993 to Jul 10, 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 5 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=2
γ10.0059
4.76***
γ2-0.0090
-5.68***

Persistence:

0.870

Half-life:

5 days