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V-Lab

Cardano to US Dollar GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

52.36%

increased by 0.33%

1 Week

54.05%

increased by 2.02%

1 Month

59.85%

increased by 7.82%

Analysis last updated: Saturday, July 25, 2026 at 06:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cardano to US Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 1, 2022 to Jul 24, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 33% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5052
7.97***
α

ARCH

Response to squared shocks

0.1004
10.10***
β

GARCH

Volatility persistence

0.8698
109.66***
γ

leverage

Additional response to negative shocks

0.0331
2.04**

Persistence:

0.987

Half-life:

52 days