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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Jul 24, 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 | 2.5002 | 3.98*** |
α ARCH Response to squared shocks | 0.0577 | 0.56 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=3
| γ1 | 155.1117 | 3.43*** |
| γ2 | -200.0649 | -2.85*** |
| γ3 | 57.6384 | 1.55 |
Persistence:
0.058
Half-life:
0 days
Other Virtuix Holdings Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities