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V-Lab
V-Lab

Pineapple Financial Inc Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, October 29th, 2026

1 Day

108.15%

increased by 11.95%

1 Week

106.49%

increased by 10.29%

1 Month

101.72%

increased by 5.52%

Analysis last updated: Wednesday, October 28, 2026 at 10:29 PM UTC

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Date Range:

from

10/28/2024

to

10/28/2026

6M ·

1Y ·

2Y ·

All

graph of Pineapple Financial Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 1, 2023 to Oct 23, 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 12 trading days.

τ

Spline-GARCH Model

Tap to view equation

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.4028
2.48**
αARCH0.2648
3.33***
βGARCH0.6775
9.06***
∑γi Spline Coefficients
K=2
γ11.2203
1.97**
γ2-2.9823
-2.55**

0.942

Persistence

12d

Half-life
τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4028
2.48**
α

ARCH

Response to squared shocks

0.2648
3.33***
β

GARCH

Volatility persistence

0.6775
9.06***
∑γi Spline Coefficients
K=2
γ11.2203
1.97**
γ2-2.9823
-2.55**

Persistence:

0.942

Half-life:

12 days