V-Lab
Ventia Services Group Pty Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
30.70%
decreased by 0.60%
1 Week
32.30%
increased by 1.00%
1 Month
32.65%
increased by 1.35%
Analysis last updated: Saturday, August 8, 2026 at 11:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 23, 2021 to Aug 7, 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.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0966 | 5.54*** |
α ARCH Response to squared shocks | 0.1220 | 1.44 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=6
| γ1 | 0.9187 | 0.53 |
| γ2 | -2.8619 | -1.13 |
| γ3 | 5.6687 | 2.92*** |
| γ4 | -7.8177 | -3.26*** |
| γ5 | 6.8276 | 2.94*** |
| γ6 | -3.5859 | -2.38** |
Persistence:
0.122
Half-life:
0 days
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