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V-Lab

Hive Digital Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

100.66%

decreased by 2.79%

1 Week

99.70%

decreased by 3.75%

1 Month

97.71%

decreased by 5.74%

Analysis last updated: Tuesday, August 25, 2026 at 09:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hive Digital Technologies Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1998 to Aug 21, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1754
6.91***
α

ARCH

Response to squared shocks

0.0691
3.34***
β

GARCH

Volatility persistence

0.8181
10.74***
γi Spline Coefficients
K=10
γ1-0.2827
-1.57
γ20.3850
1.32
γ3-0.0856
-0.29
γ4-0.1607
-0.41
γ50.3820
0.86
γ6-0.4523
-1.09
γ70.3616
1.10
γ8-0.2922
-1.47
γ90.2897
2.37**
γ10-0.1898
-2.32**

Persistence:

0.887

Half-life:

6 days