Petrolia Se Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
42.78%
decreased by 0.92%
1 Week
43.27%
decreased by 0.43%
1 Month
44.88%
increased by 1.18%
Analysis last updated: Thursday, October 29, 2026 at 11:58 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 1999 to Oct 23, 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 | 0.8189 | 3.65*** |
| αARCH | 0.0780 | 8.19*** |
| βGARCH | 0.8987 | 68.84*** |
Spline Coefficients
K=9
| γ1 | 0.0900 | 0.73 |
| γ2 | -0.3086 | -1.71* |
| γ3 | 0.5031 | 4.77*** |
| γ4 | -0.4730 | -5.12*** |
| γ5 | 0.2700 | 2.06** |
| γ6 | -0.1509 | -1.10 |
| γ7 | 0.1113 | 0.96 |
| γ8 | -0.0885 | -1.01 |
| γ9 | 0.0877 | 1.35 |
0.977
Persistence29d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8189 | 3.65*** |
α ARCH Response to squared shocks | 0.0780 | 8.19*** |
β GARCH Volatility persistence | 0.8987 | 68.84*** |
Spline Coefficients
K=9
| γ1 | 0.0900 | 0.73 |
| γ2 | -0.3086 | -1.71* |
| γ3 | 0.5031 | 4.77*** |
| γ4 | -0.4730 | -5.12*** |
| γ5 | 0.2700 | 2.06** |
| γ6 | -0.1509 | -1.10 |
| γ7 | 0.1113 | 0.96 |
| γ8 | -0.0885 | -1.01 |
| γ9 | 0.0877 | 1.35 |
Persistence:
0.977
Half-life:
29 days
Other Petrolia Se Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities