Pineapple Financial Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 29th, 2026
1 Day
98.25%
increased by 10.77%
1 Week
90.89%
increased by 3.41%
1 Month
76.68%
decreased by 10.80%
Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 1, 2023 to Oct 23, 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 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 2.7858 | 2.58*** |
| αARCH | 0.2281 | 2.65*** |
| βGARCH | 0.6251 | 5.31*** |
Spline Coefficients
K=8
| γ1 | 26.3931 | 2.78*** |
| γ2 | -34.0998 | -2.56** |
| γ3 | 10.0297 | 1.11 |
| γ4 | 8.9631 | 0.94 |
| γ5 | -30.5249 | -2.47** |
| γ6 | 31.2072 | 2.19** |
| γ7 | -20.8120 | -1.53 |
| γ8 | 14.3324 | 1.44 |
0.853
Persistence4d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.7858 | 2.58*** |
α ARCH Response to squared shocks | 0.2281 | 2.65*** |
β GARCH Volatility persistence | 0.6251 | 5.31*** |
Spline Coefficients
K=8
| γ1 | 26.3931 | 2.78*** |
| γ2 | -34.0998 | -2.56** |
| γ3 | 10.0297 | 1.11 |
| γ4 | 8.9631 | 0.94 |
| γ5 | -30.5249 | -2.47** |
| γ6 | 31.2072 | 2.19** |
| γ7 | -20.8120 | -1.53 |
| γ8 | 14.3324 | 1.44 |
Persistence:
0.853
Half-life:
4 days
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