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V-Lab

Kyntra Bio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 27th, 2026

1 Day

41.72%

decreased by 4.97%

1 Week

42.24%

decreased by 4.45%

1 Month

42.66%

decreased by 4.03%

Analysis last updated: Wednesday, August 26, 2026 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyntra Bio Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 14, 2014 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8907
2.52**
α

ARCH

Response to squared shocks

0.1502
2.89***
β

GARCH

Volatility persistence

0.5259
4.28***
γi Spline Coefficients
K=10
γ10.0250
0.03
γ2-0.0241
-0.02
γ3-0.0583
-0.05
γ40.0323
0.03
γ50.8325
0.84
γ6-2.2334
-1.94*
γ72.9618
2.64***
γ8-2.3999
-2.71***
γ90.2692
0.35
γ101.2467
2.61***

Persistence:

0.676

Half-life:

2 days