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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 11, 2024 to Jul 31, 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
| Parameter | Value | t-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 |
Spline Coefficients
K=1
| γ1 | -0.1071 | -3.10*** |
Persistence:
0.574
Half-life:
1 days
Other Smith Douglas Homes Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities