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V-Lab

Virtuix Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

105.25%

increased by 0.88%

1 Week

108.63%

increased by 4.26%

1 Month

109.40%

increased by 5.03%

Analysis last updated: Monday, August 17, 2026 at 09:34 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 Aug 14, 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

2.3402
3.58***
α

ARCH

Response to squared shocks

0.1424
0.89
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=3
γ1115.6985
3.16***
γ2-151.1951
-2.55**
γ346.0960
1.30

Persistence:

0.142

Half-life:

0 days