V-Lab
Pasqal Holding SA Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, October 2nd, 2026
1 Day
19,224.06%
1 Week
33,296.48%
1 Month
63,753.69%
Analysis last updated: Thursday, October 1, 2026 at 10:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Sep 25, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 27726 trading days (~110.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Zero Slope Spline-GARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.3469 | 0.05 |
| αARCH | 1.0000 | 0.08 |
| βGARCH | 0.0000 | 0.00 |
| γ1 | -994.2563 | -0.02 |
| γ2 | 1,112.2646 | 0.02 |
| γ3 | 46.0056 | 0.01 |
| γ4 | -329.7334 | -0.27 |
| γ5 | 46.8444 | 0.04 |
| γ6 | 629.8301 | 0.46 |
| γ7 | -844.2478 | -0.91 |
1.000
Persistence27726d
Half-lifeZero Slope Spline-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3469 | 0.05 |
α ARCH Response to squared shocks | 1.0000 | 0.08 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
| γ1 | -994.2563 | -0.02 |
| γ2 | 1,112.2646 | 0.02 |
| γ3 | 46.0056 | 0.01 |
| γ4 | -329.7334 | -0.27 |
| γ5 | 46.8444 | 0.04 |
| γ6 | 629.8301 | 0.46 |
| γ7 | -844.2478 | -0.91 |
Persistence:
1.000
Half-life:
27726 days
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