V-Lab
Vivakor Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
424.66%
decreased by 10.82%
1 Week
376.51%
decreased by 58.97%
1 Month
332.46%
decreased by 103.02%
Analysis last updated: Friday, July 24, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 24, 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
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7413 | 2.27** |
α ARCH Response to squared shocks | 0.3226 | 4.09*** |
β GARCH Volatility persistence | 0.3513 | 3.97*** |
Spline Coefficients
K=4
| γ1 | 1.2537 | 1.43 |
| γ2 | -1.5658 | -1.32 |
| γ3 | 1.4880 | 2.17** |
| γ4 | -2.0819 | -4.27*** |
Persistence:
0.674
Half-life:
2 days
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