Vivakor Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
286.94%
decreased by 37.42%
1 Week
343.26%
increased by 18.90%
1 Month
382.92%
increased by 58.56%
Analysis last updated: Tuesday, July 14, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 10, 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 | 1.5886 | 3.50*** |
α ARCH Response to squared shocks | 0.3821 | 4.08*** |
β GARCH Volatility persistence | 0.2923 | 3.53*** |
Spline Coefficients
K=1
| γ1 | 0.3684 | 4.69*** |
Persistence:
0.674
Half-life:
2 days
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