V-Lab
Kyntra Bio Inc Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
33.78%
decreased by 1.17%
1 Week
35.76%
increased by 0.81%
1 Month
37.26%
increased by 2.31%
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8889 | 2.51** |
α ARCH Response to squared shocks | 0.1549 | 2.83*** |
β GARCH Volatility persistence | 0.5150 | 4.12*** |
Spline Coefficients
K=10
| γ1 | 0.0263 | 0.03 |
| γ2 | -0.0175 | -0.01 |
| γ3 | -0.0660 | -0.06 |
| γ4 | -0.0228 | -0.02 |
| γ5 | 1.0086 | 0.96 |
| γ6 | -2.4509 | -2.02** |
| γ7 | 3.0205 | 2.70*** |
| γ8 | -2.2325 | -2.40** |
| γ9 | 0.3247 | 0.36 |
| γ10 | 0.0330 | 0.04 |
Persistence:
0.670
Half-life:
2 days
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