Cardano to US Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
55.31%
increased by 0.24%
1 Week
57.98%
increased by 2.91%
1 Month
60.93%
increased by 5.86%
Analysis last updated: Monday, July 13, 2026 at 12:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 1, 2022 to Jul 11, 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 3 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4661 | 5.06*** |
α ARCH Response to squared shocks | 0.1380 | 3.38*** |
β GARCH Volatility persistence | 0.6298 | 5.97*** |
Spline Coefficients
K=9
| γ1 | -7.6680 | -2.84*** |
| γ2 | 11.5755 | 2.47** |
| γ3 | -4.7989 | -1.20 |
| γ4 | -0.5344 | -0.15 |
| γ5 | 5.5559 | 1.49 |
| γ6 | -10.4963 | -2.40** |
| γ7 | 11.7531 | 2.89*** |
| γ8 | -10.0676 | -3.20*** |
| γ9 | 9.0752 | 1.87* |
Persistence:
0.768
Half-life:
3 days
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