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V-Lab

Cardano to US Dollar GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

43.83%

decreased by 1.54%

1 Week

45.99%

increased by 0.62%

1 Month

53.17%

increased by 7.80%

Analysis last updated: Wednesday, August 19, 2026 at 06:03 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 Aug 15, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 37% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4945
7.87***
α

ARCH

Response to squared shocks

0.0965
9.90***
β

GARCH

Volatility persistence

0.8723
110.92***
γ

leverage

Additional response to negative shocks

0.0354
2.21**

Persistence:

0.986

Half-life:

51 days