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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tesla Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 29, 2010 to Aug 14, 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 12 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=4
γ1-0.0731
-1.79*
γ20.1585
2.87***
γ3-0.1443
-4.88***
γ40.0746
3.45***

Persistence:

0.946

Half-life:

12 days