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V-Lab

Dogecoin to US Dollar AGARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

39.32%

decreased by 0.61%

1 Week

41.85%

increased by 1.92%

1 Month

49.28%

increased by 9.35%

Analysis last updated: Tuesday, August 11, 2026 at 06:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Dogecoin to US Dollar AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 23, 2022 to Aug 8, 2026

Model Insight

The news-impact curve is shifted (γ = -0.42) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5821
12.80***
α

ARCH

Response to squared shocks

0.0987
21.15***
β

GARCH

Volatility persistence

0.8719
187.99***
γ

leverage

Additional response to negative shocks

-0.4173
-2.42**

Persistence:

0.971

Half-life:

23 days