V-Lab
Petrolia Se Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, October 7th, 2026
1 Day
37.40%
decreased by 0.37%
1 Week
38.31%
increased by 0.54%
1 Month
41.26%
increased by 3.49%
Analysis last updated: Wednesday, October 7, 2026 at 08:16 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 1999 to Oct 2, 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 29 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8175 | 3.66*** |
| αARCH | 0.0782 | 8.17*** |
| βGARCH | 0.8982 | 68.06*** |
Spline Coefficients
K=9
| γ1 | 0.0922 | 0.75 |
| γ2 | -0.3140 | -1.74* |
| γ3 | 0.5086 | 4.85*** |
| γ4 | -0.4751 | -5.09*** |
| γ5 | 0.2686 | 2.03** |
| γ6 | -0.1478 | -1.08 |
| γ7 | 0.1074 | 0.95 |
| γ8 | -0.0834 | -0.96 |
| γ9 | 0.0826 | 1.24 |
0.976
Persistence29d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8175 | 3.66*** |
α ARCH Response to squared shocks | 0.0782 | 8.17*** |
β GARCH Volatility persistence | 0.8982 | 68.06*** |
Spline Coefficients
K=9
| γ1 | 0.0922 | 0.75 |
| γ2 | -0.3140 | -1.74* |
| γ3 | 0.5086 | 4.85*** |
| γ4 | -0.4751 | -5.09*** |
| γ5 | 0.2686 | 2.03** |
| γ6 | -0.1478 | -1.08 |
| γ7 | 0.1074 | 0.95 |
| γ8 | -0.0834 | -0.96 |
| γ9 | 0.0826 | 1.24 |
Persistence:
0.976
Half-life:
29 days
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