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V-Lab

Binancecoin to US Dollar GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, August 25th, 2026

1 Day

35.81%

decreased by 2.84%

1 Week

35.82%

decreased by 2.83%

1 Month

35.84%

decreased by 2.81%

Analysis last updated: Tuesday, August 25, 2026 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Binancecoin to US Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 20, 2018 to Aug 22, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0007
3.67***
α

ARCH

Response to squared shocks

0.1424
14.58***
β

GARCH

Volatility persistence

0.8565
298.00***
γ

leverage

Additional response to negative shocks

0.0023
0.14

Persistence:

1.000

Half-life:

1386294 days