V-Lab
BARK Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
115.64%
increased by 0.26%
1 Week
119.06%
increased by 3.68%
1 Month
123.36%
increased by 7.98%
Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9209 | 2.39** |
α ARCH Response to squared shocks | 0.0419 | 2.04** |
β GARCH Volatility persistence | 0.7526 | 5.87*** |
Spline Coefficients
K=6
| γ1 | 1.5384 | 1.23 |
| γ2 | -2.8653 | -1.75* |
| γ3 | 2.0360 | 1.98** |
| γ4 | -1.1904 | -1.00 |
| γ5 | 1.5531 | 1.06 |
| γ6 | -1.8286 | -1.37 |
Persistence:
0.794
Half-life:
3 days
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