V-Lab
Virtuix Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
126.70%
decreased by 55.12%
1 Week
130.91%
decreased by 50.91%
1 Month
131.81%
decreased by 50.01%
Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 21, 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 | 2.2209 | 3.68*** |
α ARCH Response to squared shocks | 0.1027 | 0.83 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=3
| γ1 | 105.0552 | 3.01*** |
| γ2 | -131.4825 | -2.29** |
| γ3 | 31.0872 | 0.89 |
Persistence:
0.103
Half-life:
0 days
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