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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 1, 2022 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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