V-Lab
Smith Douglas Homes Corp Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
55.42%
decreased by 0.14%
1 Week
57.24%
increased by 1.68%
1 Month
58.38%
increased by 2.82%
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7366 | 9.04*** |
α ARCH Response to squared shocks | 0.0784 | 1.50 |
β GARCH Volatility persistence | 0.5249 | 1.37 |
Spline Coefficients
K=1
| γ1 | -0.1437 | -1.11 |
Persistence:
0.603
Half-life:
1 days
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