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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Dogecoin to US Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 23, 2022 to Aug 15, 2026

Model 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

ParameterValuet-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