Valion Bio Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
256.58%
decreased by 111.78%
1 Week
235.24%
decreased by 133.12%
1 Month
222.40%
decreased by 145.96%
Analysis last updated: Tuesday, July 21, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2021 to Jul 17, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0116 | 3.28*** |
α ARCH Response to squared shocks | 0.3873 | 2.58*** |
β GARCH Volatility persistence | 0.1706 | 1.92* |
Spline Coefficients
K=9
| γ1 | 6.9846 | 1.92* |
| γ2 | -9.3726 | -1.77* |
| γ3 | 6.5915 | 1.47 |
| γ4 | -12.3030 | -2.26** |
| γ5 | 13.0739 | 2.22** |
| γ6 | -1.4310 | -0.25 |
| γ7 | -15.2023 | -2.40** |
| γ8 | 23.3841 | 3.80*** |
| γ9 | -15.9518 | -4.49*** |
Persistence:
0.558
Half-life:
1 days
Other Valion Bio Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities