V-Lab
Grayscale Ethereum Staking Mini ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
68.02%
decreased by 1.14%
1 Week
69.14%
decreased by 0.02%
1 Month
70.31%
increased by 1.15%
Analysis last updated: Monday, August 24, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2024 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 4.04*** |
α ARCH Response to squared shocks | 0.0184 | 1.32 |
β GARCH Volatility persistence | 0.6987 | 10.97*** |
γ leverage Additional response to negative shocks | 0.0636 | 1.71* |
Persistence:
0.749
Half-life:
2 days
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