United Maritime Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
47.27%
increased by 0.05%
1 Week
47.38%
increased by 0.16%
1 Month
47.78%
increased by 0.56%
Analysis last updated: Tuesday, July 14, 2026 at 06:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Jul 3, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 112 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8109 | 3.75*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9938 | 1.60 |
Spline Coefficients
K=2
| γ1 | -55.1997 | -0.26 |
| γ2 | 72.1241 | 0.49 |
Persistence:
0.994
Half-life:
112 days
Other United Maritime Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities