V-Lab
Q32 Bio Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
95.97%
decreased by 3.29%
1 Week
125.98%
increased by 26.72%
1 Month
145.58%
increased by 46.32%
Analysis last updated: Tuesday, August 25, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 28, 2018 to Aug 21, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5807 | 4.17*** |
α ARCH Response to squared shocks | 0.5132 | 4.00*** |
β GARCH Volatility persistence | 0.1570 | 2.24** |
Spline Coefficients
K=7
| γ1 | 0.0077 | 0.01 |
| γ2 | -0.6823 | -0.74 |
| γ3 | 1.6778 | 2.72*** |
| γ4 | -2.3498 | -3.29*** |
| γ5 | 2.5870 | 3.43*** |
| γ6 | -1.7296 | -2.87*** |
| γ7 | 0.4548 | 1.14 |
Persistence:
0.670
Half-life:
2 days
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