V-Lab
Tron Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
118.74%
decreased by 26.66%
1 Week
107.13%
decreased by 38.27%
1 Month
99.29%
decreased by 46.11%
Analysis last updated: Friday, August 21, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2023 to Aug 21, 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3222 | 4.83*** |
α ARCH Response to squared shocks | 0.2744 | 2.48** |
β GARCH Volatility persistence | 0.3163 | 1.95* |
Spline Coefficients
K=3
| γ1 | 3.1249 | 3.77*** |
| γ2 | -5.3478 | -3.95*** |
| γ3 | 3.1546 | 3.79*** |
Persistence:
0.591
Half-life:
1 days
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