V-Lab
Tesla Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
51.89%
decreased by 0.91%
1 Week
52.22%
decreased by 0.58%
1 Month
53.15%
increased by 0.35%
Analysis last updated: Monday, August 17, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2010 to Aug 14, 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 12 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9632 | 4.84*** |
α ARCH Response to squared shocks | 0.0420 | 3.70*** |
β GARCH Volatility persistence | 0.9038 | 37.19*** |
Spline Coefficients
K=4
| γ1 | -0.0731 | -1.79* |
| γ2 | 0.1585 | 2.87*** |
| γ3 | -0.1443 | -4.88*** |
| γ4 | 0.0746 | 3.45*** |
Persistence:
0.946
Half-life:
12 days
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