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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vivakor Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 15, 2022 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=4
γ11.2537
1.43
γ2-1.5658
-1.32
γ31.4880
2.17**
γ4-2.0819
-4.27***

Persistence:

0.674

Half-life:

2 days