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TSLA company profile

TSLA Volatility & Regime

Descriptive volatility statistics + an experimental regime signal — not investment advice; past/model estimates do not indicate future results. Price-based statistics are lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.

Window: 3y ending 2026-06-30.

Volatility estimates

For TSLA over the pinned 3y window ending 2026-06-30, lmfin computes current annualized volatility 51.59%, long-run annualized volatility 58.15%, and GARCH persistence 0.99.

The GARCH model's 1-day-ahead volatility estimate is 51.31%, its 5-day-ahead estimate is 51.56%, and its 21-day-ahead estimate is 52.47%.

Comparator estimates

For the same pinned window, lmfin also reports EWMA volatility 53.06%, trailing 21-day volatility 57.44%, and trailing-window volatility 57.97%.

Experimental regime signal

lmfin's experimental regime detector reports 9.00 detected change-points in the pinned window. The current experimental volatility state is high, with 2.00 days in that state.

Volatility figure

TSLA annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.TSLA annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.TSLA annualized volatility estimatesWindow 3y ending 2026-06-30Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.EstimateAnnualized volatility (%)0.0%37.5%75.0%Long-runCurrent1-day est.5-day est.21-day est.EWMATrailing 21d

Volatility table

MetricValueWindowEnd
Current annualized volatility51.59%3y2026-06-30
Long-run annualized volatility58.15%3y2026-06-30
GARCH model 1-day-ahead volatility estimate51.31%3y2026-06-30
GARCH model 5-day-ahead volatility estimate51.56%3y2026-06-30
GARCH model 21-day-ahead volatility estimate52.47%3y2026-06-30
EWMA annualized volatility53.06%3y2026-06-30
Trailing 21-day annualized volatility57.44%3y2026-06-30
Trailing-window annualized volatility57.97%3y2026-06-30
GARCH persistence0.993y2026-06-30

Experimental regime change-points

Current experimental state: high; current state start: 2025-12-02; days in state: 2.

Datelmfin note
2024-01-25BOCPD small-run probability exceeded threshold; P(run<=5)=0.49
2024-04-24BOCPD small-run probability exceeded threshold; P(run<=5)=0.40
2024-07-03BOCPD MAP run length reset from 251 to 3; P(run<=5)=0.37
2024-09-18BOCPD MAP run length reset from 304 to 6; P(run<=5)=0.16
2024-10-18BOCPD MAP run length reset from 326 to 5; P(run<=5)=0.60
2025-01-24BOCPD MAP run length reset from 188 to 4; P(run<=5)=0.15
2025-04-09BOCPD MAP run length reset from 240 to 1; P(run<=5)=0.57
2025-08-15BOCPD MAP run length reset from 328 to 4; P(run<=5)=0.11
2025-12-02BOCPD MAP run length reset from 120 to 5; P(run<=5)=0.15

Provenance

lmfin: lmfin 0.1.0. Vol command: lmfin vol TSLA --window 3y --end 2026-06-30 --json. Regime command: lmfin regime TSLA --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-07-03; window end: 2026-06-30. Volatility statistics and experimental regime change-points are lmfin computations from Yahoo adjusted-close data over the pinned window. Model estimates are descriptive outputs, not advice.