V-Lab
Tesla Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
70.68%
decreased by 2.05%
1 Week
69.32%
decreased by 3.41%
1 Month
65.30%
decreased by 7.43%
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
Jun 29, 2010 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 13 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9620 | 4.80*** |
α ARCH Response to squared shocks | 0.0424 | 3.71*** |
β GARCH Volatility persistence | 0.9041 | 37.53*** |
Spline Coefficients
K=4
| γ1 | -0.0743 | -1.79* |
| γ2 | 0.1603 | 2.86*** |
| γ3 | -0.1439 | -4.77*** |
| γ4 | 0.0729 | 3.30*** |
Persistence:
0.947
Half-life:
13 days
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