V-Lab
BARK Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
78.78%
decreased by 5.36%
1 Week
77.23%
decreased by 6.91%
1 Month
75.65%
decreased by 8.49%
Analysis last updated: Friday, September 11, 2026 at 11:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Sep 11, 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 | 0.7169 | 2.75*** |
| αARCH | 0.0680 | 2.41** |
| βGARCH | 0.6637 | 4.61*** |
Spline Coefficients
K=3
| γ1 | -0.3980 | -1.43 |
| γ2 | 0.5407 | 1.51 |
| γ3 | -0.1782 | -1.29 |
0.732
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7169 | 2.75*** |
α ARCH Response to squared shocks | 0.0680 | 2.41** |
β GARCH Volatility persistence | 0.6637 | 4.61*** |
Spline Coefficients
K=3
| γ1 | -0.3980 | -1.43 |
| γ2 | 0.5407 | 1.51 |
| γ3 | -0.1782 | -1.29 |
Persistence:
0.732
Half-life:
2 days
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