V-Lab
Duolingo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
68.52%
decreased by 0.51%
1 Week
68.82%
decreased by 0.21%
1 Month
69.15%
increased by 0.12%
Analysis last updated: Monday, August 24, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 28, 2021 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2703 | 9.35*** |
α ARCH Response to squared shocks | 0.0168 | 0.93 |
β GARCH Volatility persistence | 0.7486 | 2.80*** |
Spline Coefficients
K=3
| γ1 | -0.0928 | -0.47 |
| γ2 | 0.3184 | 1.01 |
| γ3 | -0.3212 | -1.74* |
Persistence:
0.765
Half-life:
3 days
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