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Havila Kystruten As Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

54.68%

increased by 3.51%

1 Week

56.24%

increased by 5.07%

1 Month

57.93%

increased by 6.76%

Analysis last updated: Tuesday, August 11, 2026 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Havila Kystruten As S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 3, 2021 to Jul 31, 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 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3686
2.43**
α

ARCH

Response to squared shocks

0.3178
4.40***
β

GARCH

Volatility persistence

0.4401
5.53***
γi Spline Coefficients
K=9
γ16.2372
1.60
γ2-7.9636
-1.38
γ35.2999
0.92
γ4-12.1519
-1.78*
γ516.2429
2.64***
γ6-10.0459
-2.33**
γ70.4789
0.15
γ84.5883
1.55
γ9-3.5149
-1.74*

Persistence:

0.758

Half-life:

3 days