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