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V-Lab

Vulcan Infrastructure and Power Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

86.91%

decreased by 0.93%

1 Week

93.74%

increased by 5.90%

1 Month

100.18%

increased by 12.34%

Analysis last updated: Tuesday, August 25, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vulcan Infrastructure and Power Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 15, 2021 to Aug 21, 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

0.9060
5.46***
α

ARCH

Response to squared shocks

0.1209
2.68***
β

GARCH

Volatility persistence

0.6132
5.09***
γi Spline Coefficients
K=2
γ1-0.1614
-1.51
γ20.2221
1.65*

Persistence:

0.734

Half-life:

2 days