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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 14, 2014 to Aug 21, 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 | 0.8907 | 2.52** |
α ARCH Response to squared shocks | 0.1502 | 2.89*** |
β GARCH Volatility persistence | 0.5259 | 4.28*** |
Spline Coefficients
K=10
| γ1 | 0.0250 | 0.03 |
| γ2 | -0.0241 | -0.02 |
| γ3 | -0.0583 | -0.05 |
| γ4 | 0.0323 | 0.03 |
| γ5 | 0.8325 | 0.84 |
| γ6 | -2.2334 | -1.94* |
| γ7 | 2.9618 | 2.64*** |
| γ8 | -2.3999 | -2.71*** |
| γ9 | 0.2692 | 0.35 |
| γ10 | 1.2467 | 2.61*** |
Persistence:
0.676
Half-life:
2 days
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