Tron Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
116.73%
decreased by 48.13%
1 Week
101.69%
decreased by 63.17%
1 Month
91.89%
decreased by 72.97%
Analysis last updated: Friday, October 23, 2026 at 10:44 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 23, 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
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.2450 | 5.04*** |
| αARCH | 0.2336 | 2.38** |
| βGARCH | 0.3350 | 1.84* |
Spline Coefficients
K=3
| γ1 | 2.5143 | 3.82*** |
| γ2 | -4.4564 | -4.18*** |
| γ3 | 2.8091 | 4.08*** |
0.569
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2450 | 5.04*** |
α ARCH Response to squared shocks | 0.2336 | 2.38** |
β GARCH Volatility persistence | 0.3350 | 1.84* |
Spline Coefficients
K=3
| γ1 | 2.5143 | 3.82*** |
| γ2 | -4.4564 | -4.18*** |
| γ3 | 2.8091 | 4.08*** |
Persistence:
0.569
Half-life:
1 days
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