V-Lab
Dogecoin to US Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
38.71%
decreased by 0.69%
1 Week
41.11%
increased by 1.71%
1 Month
48.62%
increased by 9.22%
Analysis last updated: Wednesday, August 19, 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 15, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 123% 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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5055 | 8.35*** |
α ARCH Response to squared shocks | 0.1346 | 6.72*** |
β GARCH Volatility persistence | 0.8828 | 104.11*** |
γ leverage Additional response to negative shocks | -0.0744 | -3.34*** |
Persistence:
0.980
Half-life:
35 days
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