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V-Lab

Harvest Tesla Enhncd HGH INM Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

68.07%

unchanged at 0.00%

1 Week

68.07%

unchanged at 0.00%

1 Month

68.07%

unchanged at 0.00%

Analysis last updated: Tuesday, July 28, 2026 at 09:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Harvest Tesla Enhncd HGH INM S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 16, 2025 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8266
3.27***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.7278
0.37
γi Spline Coefficients
K=5
γ1-30.2074
-2.49**
γ241.7437
2.41**
γ3-17.1349
-1.65*
γ416.7063
1.92*
γ5-17.3780
-2.42**

Persistence:

0.728

Half-life:

2 days