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V-Lab

Virtuix Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

110.45%

decreased by 2.32%

1 Week

112.44%

decreased by 0.33%

1 Month

112.84%

increased by 0.07%

Analysis last updated: Friday, July 24, 2026 at 10:13 PM UTC

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 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.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.5002
3.98***
α

ARCH

Response to squared shocks

0.0577
0.56
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=3
γ1155.1117
3.43***
γ2-200.0649
-2.85***
γ357.6384
1.55

Persistence:

0.058

Half-life:

0 days