V-Lab
Canary HBAR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
43.46%
increased by 1.25%
1 Week
39.89%
decreased by 2.32%
1 Month
39.07%
decreased by 3.14%
Analysis last updated: Friday, August 21, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 28, 2025 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.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9405 | 6.85*** |
α ARCH Response to squared shocks | 0.0915 | 0.65 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 2.8875 | 6.66*** |
Persistence:
0.092
Half-life:
0 days
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