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V-Lab

Cardano to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

47.80%

increased by 0.32%

1 Week

48.76%

increased by 1.28%

1 Month

49.53%

increased by 2.05%

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 S0GARCH

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 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4557
5.79***
α

ARCH

Response to squared shocks

0.1400
3.17***
β

GARCH

Volatility persistence

0.5373
4.11***
γi Spline Coefficients
K=8
γ1-6.8534
-4.61***
γ211.8099
4.75***
γ3-9.1689
-4.09***
γ48.6652
3.84***
γ5-8.8135
-3.69***
γ66.8182
3.73***
γ7-4.3017
-2.26**
γ82.9114
1.89*

Persistence:

0.677

Half-life:

2 days