V-Lab
BARK Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
69.56%
increased by 2.70%
1 Week
71.42%
increased by 4.56%
1 Month
73.20%
increased by 6.34%
Analysis last updated: Friday, October 2, 2026 at 11:18 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Oct 2, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.7228 | 2.78*** |
| αARCH | 0.0710 | 2.44** |
| βGARCH | 0.6564 | 4.54*** |
Spline Coefficients
K=3
| γ1 | -0.3853 | -1.43 |
| γ2 | 0.5198 | 1.49 |
| γ3 | -0.1654 | -1.24 |
0.727
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7228 | 2.78*** |
α ARCH Response to squared shocks | 0.0710 | 2.44** |
β GARCH Volatility persistence | 0.6564 | 4.54*** |
Spline Coefficients
K=3
| γ1 | -0.3853 | -1.43 |
| γ2 | 0.5198 | 1.49 |
| γ3 | -0.1654 | -1.24 |
Persistence:
0.727
Half-life:
2 days
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