V-Lab
Dogecoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
31.89%
decreased by 0.85%
1 Week
34.88%
increased by 2.14%
1 Month
39.71%
increased by 6.97%
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 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 | 0.9456 | 2.93*** |
α ARCH Response to squared shocks | 0.1526 | 2.69*** |
β GARCH Volatility persistence | 0.7114 | 7.55*** |
Spline Coefficients
K=6
| γ1 | -1.3476 | -1.35 |
| γ2 | 3.0681 | 2.27** |
| γ3 | -2.6474 | -2.77*** |
| γ4 | 1.2177 | 1.11 |
| γ5 | -1.2742 | -1.19 |
| γ6 | 1.7428 | 2.40** |
Persistence:
0.864
Half-life:
5 days
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