V-Lab
Roundhill UNH WeeklyPay ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
25.15%
unchanged at 0.00%
1 Week
25.15%
unchanged at 0.00%
1 Month
25.15%
unchanged at 0.00%
Analysis last updated: Tuesday, August 25, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Aug 21, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5383 | 6.57*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8085 | 2.52** |
Spline Coefficients
K=7
| γ1 | 654.8252 | 4.33*** |
| γ2 | -1,147.9213 | -3.66*** |
| γ3 | 833.6879 | 2.91*** |
| γ4 | -569.1342 | -2.60*** |
| γ5 | 372.0899 | 2.12** |
| γ6 | -208.8817 | -1.91* |
| γ7 | 85.3264 | 1.54 |
Persistence:
0.809
Half-life:
3 days
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