V-Lab
Kyntra Bio Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
43.61%
decreased by 0.92%
1 Week
47.01%
increased by 2.48%
1 Month
49.63%
increased by 5.10%
Analysis last updated: Wednesday, August 5, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 14, 2014 to Jul 31, 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8886 | 2.47** |
α ARCH Response to squared shocks | 0.1545 | 2.87*** |
β GARCH Volatility persistence | 0.5242 | 4.27*** |
Spline Coefficients
K=10
| γ1 | 0.0220 | 0.02 |
| γ2 | -0.0106 | -0.01 |
| γ3 | -0.0732 | -0.06 |
| γ4 | -0.0117 | -0.01 |
| γ5 | 0.9935 | 0.94 |
| γ6 | -2.4186 | -1.98** |
| γ7 | 2.9363 | 2.61*** |
| γ8 | -2.0234 | -2.19** |
| γ9 | -0.1910 | -0.23 |
| γ10 | 1.4227 | 2.91*** |
Persistence:
0.679
Half-life:
2 days
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