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V-Lab

BARK Inc Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

135.28%

increased by 0.28%

1 Week

141.22%

increased by 6.22%

1 Month

149.56%

increased by 14.56%

Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of BARK Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 11, 2020 to Jul 24, 2026

Model 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 4 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7196
3.66***
α

ARCH

Response to squared shocks

0.0590
2.55**
β

GARCH

Volatility persistence

0.7636
7.54***
γi Spline Coefficients
K=2
γ1-0.2217
-1.79*
γ20.5543
2.20**

Persistence:

0.823

Half-life:

4 days