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V-Lab

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

Date Range:

from

to

6M ·

All

graph of United Maritime Corp S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Jul 3, 2026

Model 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

ParameterValuet-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
γi Spline Coefficients
K=2
γ1-55.1997
-0.26
γ272.1241
0.49

Persistence:

0.994

Half-life:

112 days