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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 1, 2022 to Aug 15, 2026Model 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
| Parameter | Value | t-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
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