Cardano to US Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, October 15th, 2026
1 Day
88.02%
decreased by 3.19%
1 Week
92.54%
increased by 1.33%
1 Month
96.78%
increased by 5.57%
Analysis last updated: Thursday, October 15, 2026 at 06:03 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 10, 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
Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.4938 | 5.75*** |
| αARCH | 0.1404 | 3.39*** |
| βGARCH | 0.5860 | 4.95*** |
Spline Coefficients
K=8
| γ1 | -5.4303 | -4.23*** |
| γ2 | 9.5202 | 4.62*** |
| γ3 | -7.5366 | -4.00*** |
| γ4 | 7.1804 | 3.37*** |
| γ5 | -7.8451 | -2.92*** |
| γ6 | 6.8991 | 2.67*** |
| γ7 | -5.5036 | -2.94*** |
| γ8 | 7.7118 | 3.22*** |
0.726
Persistence2d
Half-lifeτ
Spline-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4938 | 5.75*** |
α ARCH Response to squared shocks | 0.1404 | 3.39*** |
β GARCH Volatility persistence | 0.5860 | 4.95*** |
Spline Coefficients
K=8
| γ1 | -5.4303 | -4.23*** |
| γ2 | 9.5202 | 4.62*** |
| γ3 | -7.5366 | -4.00*** |
| γ4 | 7.1804 | 3.37*** |
| γ5 | -7.8451 | -2.92*** |
| γ6 | 6.8991 | 2.67*** |
| γ7 | -5.5036 | -2.94*** |
| γ8 | 7.7118 | 3.22*** |
Persistence:
0.726
Half-life:
2 days
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