V-Lab
Strive 500 ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
13.00%
decreased by 0.34%
1 Week
13.40%
increased by 0.06%
1 Month
14.49%
increased by 1.15%
Analysis last updated: Wednesday, August 19, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 16, 2022 to Aug 14, 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 13 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0933 | 5.25*** |
α ARCH Response to squared shocks | 0.0853 | 2.15** |
β GARCH Volatility persistence | 0.8609 | 17.03*** |
Spline Coefficients
K=1
| γ1 | 0.0740 | 0.74 |
Persistence:
0.946
Half-life:
13 days
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