Cardano to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
50.93%
decreased by 2.68%
1 Week
52.84%
decreased by 0.77%
1 Month
54.81%
increased by 1.20%
Analysis last updated: Sunday, October 25, 2026 at 09:12 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 1, 2022 to Oct 24, 2026Model 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.5090 | 5.71*** |
| αARCH | 0.1366 | 3.46*** |
| βGARCH | 0.6123 | 5.58*** |
Spline Coefficients
K=8
| γ1 | -5.1274 | -3.99*** |
| γ2 | 9.0269 | 4.39*** |
| γ3 | -7.1314 | -3.78*** |
| γ4 | 6.6691 | 3.10*** |
| γ5 | -7.1039 | -2.57** |
| γ6 | 5.6669 | 2.08** |
| γ7 | -3.0300 | -1.67* |
| γ8 | 1.5642 | 1.39 |
0.749
Persistence2d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5090 | 5.71*** |
α ARCH Response to squared shocks | 0.1366 | 3.46*** |
β GARCH Volatility persistence | 0.6123 | 5.58*** |
Spline Coefficients
K=8
| γ1 | -5.1274 | -3.99*** |
| γ2 | 9.0269 | 4.39*** |
| γ3 | -7.1314 | -3.78*** |
| γ4 | 6.6691 | 3.10*** |
| γ5 | -7.1039 | -2.57** |
| γ6 | 5.6669 | 2.08** |
| γ7 | -3.0300 | -1.67* |
| γ8 | 1.5642 | 1.39 |
Persistence:
0.749
Half-life:
2 days
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