V-Lab
Tesla Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
48.32%
increased by 1.79%
1 Week
48.95%
increased by 2.42%
1 Month
50.70%
increased by 4.17%
Analysis last updated: Friday, October 2, 2026 at 11:06 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2010 to Oct 2, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9699 | 4.87*** |
| αARCH | 0.0421 | 3.72*** |
| βGARCH | 0.9039 | 37.48*** |
Spline Coefficients
K=4
| γ1 | -0.0700 | -1.75* |
| γ2 | 0.1539 | 2.84*** |
| γ3 | -0.1434 | -5.01*** |
| γ4 | 0.0764 | 3.69*** |
0.946
Persistence12d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9699 | 4.87*** |
α ARCH Response to squared shocks | 0.0421 | 3.72*** |
β GARCH Volatility persistence | 0.9039 | 37.48*** |
Spline Coefficients
K=4
| γ1 | -0.0700 | -1.75* |
| γ2 | 0.1539 | 2.84*** |
| γ3 | -0.1434 | -5.01*** |
| γ4 | 0.0764 | 3.69*** |
Persistence:
0.946
Half-life:
12 days
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