V-Lab
BARK Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
102.38%
decreased by 8.54%
1 Week
98.23%
decreased by 12.69%
1 Month
93.32%
decreased by 17.60%
Analysis last updated: Tuesday, August 11, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Aug 7, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8010 | 4.02*** |
α ARCH Response to squared shocks | 0.0698 | 2.41** |
β GARCH Volatility persistence | 0.6914 | 5.81*** |
Spline Coefficients
K=2
| γ1 | -0.1726 | -1.55 |
| γ2 | 0.3421 | 1.81* |
Persistence:
0.761
Half-life:
3 days
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