V-Lab
Hive Digital Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 8th, 2026
1 Day
81.53%
increased by 2.14%
1 Week
84.44%
increased by 5.05%
1 Month
90.04%
increased by 10.65%
Analysis last updated: Thursday, October 8, 2026 at 09:05 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Oct 2, 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 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.1724 | 6.90*** |
| αARCH | 0.0693 | 3.38*** |
| βGARCH | 0.8171 | 10.78*** |
Spline Coefficients
K=10
| γ1 | -0.2816 | -1.58 |
| γ2 | 0.3839 | 1.33 |
| γ3 | -0.0908 | -0.32 |
| γ4 | -0.1444 | -0.37 |
| γ5 | 0.3581 | 0.82 |
| γ6 | -0.4294 | -1.04 |
| γ7 | 0.3416 | 1.03 |
| γ8 | -0.2713 | -1.35 |
| γ9 | 0.2679 | 2.22** |
| γ10 | -0.1742 | -2.19** |
0.886
Persistence6d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1724 | 6.90*** |
α ARCH Response to squared shocks | 0.0693 | 3.38*** |
β GARCH Volatility persistence | 0.8171 | 10.78*** |
Spline Coefficients
K=10
| γ1 | -0.2816 | -1.58 |
| γ2 | 0.3839 | 1.33 |
| γ3 | -0.0908 | -0.32 |
| γ4 | -0.1444 | -0.37 |
| γ5 | 0.3581 | 0.82 |
| γ6 | -0.4294 | -1.04 |
| γ7 | 0.3416 | 1.03 |
| γ8 | -0.2713 | -1.35 |
| γ9 | 0.2679 | 2.22** |
| γ10 | -0.1742 | -2.19** |
Persistence:
0.886
Half-life:
6 days
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