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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Tron Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 15, 2023 to Aug 21, 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

ParameterValuet-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*
γi Spline Coefficients
K=3
γ13.1249
3.77***
γ2-5.3478
-3.95***
γ33.1546
3.79***

Persistence:

0.591

Half-life:

1 days