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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp SGARCH

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

Spline-GARCH Model

Tap to view equation

ParameterValuet-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
γi Spline Coefficients
K=1
γ1-0.1437
-1.11

Persistence:

0.603

Half-life:

1 days