Grayscale Ethereum Staking ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:113.95% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1917 | 15.14 | |
| 0.1954 | 20.89 | |
| 0.9493 | 283.87 | |
| -0.0050 | -0.64 |
Estimation Period:
Jun 14, 2019 to Feb 6, 2026
Jun 14, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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