V-Lab
Hive Digital Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, September 16th, 2026
1 Day
85.69%
decreased by 0.23%
1 Week
87.87%
increased by 1.95%
1 Month
92.14%
increased by 6.22%
Analysis last updated: Wednesday, September 16, 2026 at 09:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Sep 11, 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 | 1.1848 | 6.99*** |
| αARCH | 0.0688 | 3.34*** |
| βGARCH | 0.8178 | 10.71*** |
Spline Coefficients
K=10
| γ1 | -0.2738 | -1.53 |
| γ2 | 0.3722 | 1.28 |
| γ3 | -0.0810 | -0.28 |
| γ4 | -0.1591 | -0.40 |
| γ5 | 0.3763 | 0.86 |
| γ6 | -0.4458 | -1.07 |
| γ7 | 0.3544 | 1.08 |
| γ8 | -0.2835 | -1.42 |
| γ9 | 0.2809 | 2.31** |
| γ10 | -0.1837 | -2.29** |
0.887
Persistence6d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1848 | 6.99*** |
α ARCH Response to squared shocks | 0.0688 | 3.34*** |
β GARCH Volatility persistence | 0.8178 | 10.71*** |
Spline Coefficients
K=10
| γ1 | -0.2738 | -1.53 |
| γ2 | 0.3722 | 1.28 |
| γ3 | -0.0810 | -0.28 |
| γ4 | -0.1591 | -0.40 |
| γ5 | 0.3763 | 0.86 |
| γ6 | -0.4458 | -1.07 |
| γ7 | 0.3544 | 1.08 |
| γ8 | -0.2835 | -1.42 |
| γ9 | 0.2809 | 2.31** |
| γ10 | -0.1837 | -2.29** |
Persistence:
0.887
Half-life:
6 days
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