V-Lab
Tron Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
93.14%
increased by 13.76%
1 Week
97.88%
increased by 18.50%
1 Month
100.84%
increased by 21.46%
Analysis last updated: Friday, July 24, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2023 to Jul 24, 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 | 1.3448 | 4.71*** |
α ARCH Response to squared shocks | 0.2848 | 2.46** |
β GARCH Volatility persistence | 0.3226 | 2.08** |
Spline Coefficients
K=3
| γ1 | 3.3849 | 3.61*** |
| γ2 | -5.7033 | -3.74*** |
| γ3 | 3.2542 | 3.55*** |
Persistence:
0.607
Half-life:
1 days
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