V-Lab
Tron Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
75.39%
decreased by 1.84%
1 Week
83.65%
increased by 6.42%
1 Month
87.89%
increased by 10.66%
Analysis last updated: Friday, October 2, 2026 at 11:06 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2023 to Oct 2, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2818 | 5.01*** |
| αARCH | 0.2447 | 2.40** |
| βGARCH | 0.3095 | 1.70* |
Spline Coefficients
K=3
| γ1 | 2.7514 | 3.89*** |
| γ2 | -4.8100 | -4.19*** |
| γ3 | 2.9631 | 4.07*** |
0.554
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2818 | 5.01*** |
α ARCH Response to squared shocks | 0.2447 | 2.40** |
β GARCH Volatility persistence | 0.3095 | 1.70* |
Spline Coefficients
K=3
| γ1 | 2.7514 | 3.89*** |
| γ2 | -4.8100 | -4.19*** |
| γ3 | 2.9631 | 4.07*** |
Persistence:
0.554
Half-life:
1 days
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