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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

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 Jul 24, 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 13 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=4
γ1-0.0743
-1.79*
γ20.1603
2.86***
γ3-0.1439
-4.77***
γ40.0729
3.30***

Persistence:

0.947

Half-life:

13 days