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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Grayscale Ethereum Staking Mini ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 23, 2024 to Aug 21, 2026

Model 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

ParameterValuet-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