V-Lab
Sterling Capital Multi-Strategy Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 21st, 2026
1 Day
2.76%
unchanged at 0.00%
1 Week
2.76%
unchanged at 0.00%
1 Month
2.76%
unchanged at 0.00%
Analysis last updated: Friday, September 18, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 11, 2025 to Sep 18, 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 1 trading day.
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 | 1.2335 | 1.34 |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 0.4738 | 0.00 |
Spline Coefficients
K=5
| γ1 | 195.3978 | 1.96** |
| γ2 | -301.3200 | -2.33** |
| γ3 | 140.2008 | 2.50** |
| γ4 | -41.2040 | -0.70 |
| γ5 | 8.9283 | 0.18 |
0.474
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2335 | 1.34 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.4738 | 0.00 |
Spline Coefficients
K=5
| γ1 | 195.3978 | 1.96** |
| γ2 | -301.3200 | -2.33** |
| γ3 | 140.2008 | 2.50** |
| γ4 | -41.2040 | -0.70 |
| γ5 | 8.9283 | 0.18 |
Persistence:
0.474
Half-life:
1 days
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