Dogecoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
49.48%
decreased by 1.86%
1 Week
53.30%
increased by 1.96%
1 Month
59.92%
increased by 8.58%
Analysis last updated: Thursday, July 16, 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 Jul 11, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4891 | 4.16*** |
α ARCH Response to squared shocks | 0.1536 | 3.10*** |
β GARCH Volatility persistence | 0.7211 | 9.11*** |
Spline Coefficients
K=3
| γ1 | 0.8765 | 4.20*** |
| γ2 | -1.3048 | -4.39*** |
| γ3 | 0.5580 | 3.97*** |
Persistence:
0.875
Half-life:
5 days
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