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V-Lab

Smith Douglas Homes Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

59.51%

decreased by 0.15%

1 Week

61.59%

increased by 1.93%

1 Month

62.77%

increased by 3.11%

Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 11, 2024 to Jul 31, 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7497
10.98***
α

ARCH

Response to squared shocks

0.0795
1.50
β

GARCH

Volatility persistence

0.4941
1.28
γi Spline Coefficients
K=1
γ1-0.1071
-3.10***

Persistence:

0.574

Half-life:

1 days