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
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 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=8
| γ1 | -6.8534 | -4.61*** |
| γ2 | 11.8099 | 4.75*** |
| γ3 | -9.1689 | -4.09*** |
| γ4 | 8.6652 | 3.84*** |
| γ5 | -8.8135 | -3.69*** |
| γ6 | 6.8182 | 3.73*** |
| γ7 | -4.3017 | -2.26** |
| γ8 | 2.9114 | 1.89* |
Persistence:
0.677
Half-life:
2 days
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