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V-Lab

Renatus Tactical Acqu Corp I Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

3.87%

decreased by 0.63%

1 Week

3.91%

decreased by 0.59%

1 Month

3.94%

decreased by 0.56%

Analysis last updated: Friday, September 11, 2026 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Renatus Tactical Acqu Corp I S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 15, 2025 to Sep 11, 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst2.9800
2.56**
αARCH0.1999
2.45**
βGARCH0.5103
2.25**
γi Spline Coefficients
K=2
γ1-0.7051
-0.26
γ24.0992
1.21

0.710

Persistence

2d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.9800
2.56**
α

ARCH

Response to squared shocks

0.1999
2.45**
β

GARCH

Volatility persistence

0.5103
2.25**
γi Spline Coefficients
K=2
γ1-0.7051
-0.26
γ24.0992
1.21

Persistence:

0.710

Half-life:

2 days