V-Lab
Vulcan Infrastructure and Power Inc Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
102.64%
decreased by 3.37%
1 Week
108.88%
increased by 2.87%
1 Month
114.89%
increased by 8.88%
Analysis last updated: Wednesday, August 5, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 15, 2021 to Jul 31, 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 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8665 | 4.76*** |
α ARCH Response to squared shocks | 0.1247 | 2.75*** |
β GARCH Volatility persistence | 0.6112 | 5.37*** |
Spline Coefficients
K=2
| γ1 | -0.2406 | -1.64 |
| γ2 | 0.4156 | 1.69* |
Persistence:
0.736
Half-life:
2 days
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