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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 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 | 2.3402 | 3.58*** |
α ARCH Response to squared shocks | 0.1424 | 0.89 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=3
| γ1 | 115.6985 | 3.16*** |
| γ2 | -151.1951 | -2.55** |
| γ3 | 46.0960 | 1.30 |
Persistence:
0.142
Half-life:
0 days
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