V-Lab
Docebo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
55.03%
decreased by 0.73%
1 Week
56.38%
increased by 0.62%
1 Month
56.87%
increased by 1.11%
Analysis last updated: Tuesday, August 25, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2020 to Aug 21, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4874 | 7.44*** |
α ARCH Response to squared shocks | 0.0559 | 1.50 |
β GARCH Volatility persistence | 0.3417 | 1.14 |
Spline Coefficients
K=6
| γ1 | 2.2940 | 3.79*** |
| γ2 | -3.8750 | -3.61*** |
| γ3 | 2.6752 | 2.11** |
| γ4 | -1.8382 | -1.14 |
| γ5 | 1.5968 | 1.03 |
| γ6 | -1.2987 | -1.31 |
Persistence:
0.398
Half-life:
1 days
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