V-Lab
Wealthfront Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
43.00%
decreased by 0.36%
1 Week
46.75%
increased by 3.39%
1 Month
48.09%
increased by 4.73%
Analysis last updated: Friday, August 21, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 12, 2025 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. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4395 | 3.61*** |
α ARCH Response to squared shocks | 0.1763 | 1.31 |
β GARCH Volatility persistence | 0.2290 | 0.79 |
Spline Coefficients
K=1
| γ1 | 2.0719 | 1.54 |
Persistence:
0.405
Half-life:
1 days
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