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V-Lab

Urbana Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

23.27%

decreased by 0.93%

1 Week

25.93%

increased by 1.73%

1 Month

30.46%

increased by 6.26%

Analysis last updated: Saturday, July 25, 2026 at 09:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Urbana Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 24, 1990 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 5 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.5846
6.05***
α

ARCH

Response to squared shocks

0.2111
7.70***
β

GARCH

Volatility persistence

0.6681
14.41***
γi Spline Coefficients
K=9
γ10.6215
3.99***
γ2-1.0828
-4.29***
γ30.8725
4.83***
γ4-0.7670
-4.78***
γ50.5279
3.20***
γ6-0.0925
-0.60
γ7-0.1845
-1.23
γ80.1175
0.87
γ90.0199
0.20

Persistence:

0.879

Half-life:

5 days