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V-Lab

Tectonic Therapeutic Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

69.01%

decreased by 11.78%

1 Week

74.36%

decreased by 6.43%

1 Month

77.16%

decreased by 3.63%

Analysis last updated: Friday, September 11, 2026 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tectonic Therapeutic Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 21, 2018 to Sep 11, 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

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.7843
2.61***
αARCH0.2646
2.75***
βGARCH0.2892
2.04**
γi Spline Coefficients
K=8
γ10.7012
0.99
γ2-0.3942
-0.32
γ3-0.7740
-0.63
γ41.2561
0.79
γ5-1.9556
-0.96
γ62.4987
1.26
γ7-2.4962
-1.99**
γ81.6498
3.15***

0.554

Persistence

1d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7843
2.61***
α

ARCH

Response to squared shocks

0.2646
2.75***
β

GARCH

Volatility persistence

0.2892
2.04**
γi Spline Coefficients
K=8
γ10.7012
0.99
γ2-0.3942
-0.32
γ3-0.7740
-0.63
γ41.2561
0.79
γ5-1.9556
-0.96
γ62.4987
1.26
γ7-2.4962
-1.99**
γ81.6498
3.15***

Persistence:

0.554

Half-life:

1 days