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V-Lab

Dogecoin to US Dollar APARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

39.18%

decreased by 0.59%

1 Week

41.71%

increased by 1.94%

1 Month

49.52%

increased by 9.75%

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 APARCH

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

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 121% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5241
4.77***
α

ARCH

Response to squared shocks

0.0961
11.59***
β

GARCH

Volatility persistence

0.8797
98.44***
γ

leverage

Additional response to negative shocks

-0.1993
-6.58***
δ

power

Transformation power

1.9667
16.94***

Persistence:

0.978

Half-life:

31 days