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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 23, 2022 to Aug 8, 2026Model 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
| Parameter | Value | t-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
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