V-Lab
Canary Litecoin Etf Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
22.29%
unchanged at 0.00%
1 Week
22.29%
unchanged at 0.00%
1 Month
22.29%
unchanged at 0.00%
Analysis last updated: Saturday, August 15, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 27, 2025 to Aug 14, 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 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9796 | 4.49*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8925 | 1.96* |
Spline Coefficients
K=7
| γ1 | -146.4938 | -0.51 |
| γ2 | 293.4822 | 0.74 |
| γ3 | -306.3171 | -2.05** |
| γ4 | 208.2717 | 2.22** |
| γ5 | 66.9310 | 0.89 |
| γ6 | -275.6043 | -4.42*** |
| γ7 | 226.0563 | 5.07*** |
Persistence:
0.892
Half-life:
6 days
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