V-Lab
Ethereum to US Dollar GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
42.75%
decreased by 0.68%
1 Week
44.38%
increased by 0.95%
1 Month
49.61%
increased by 6.18%
Analysis last updated: Sunday, August 9, 2026 at 06:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Aug 8, 2026Model Insight
Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4516 | 14.17*** |
α ARCH Response to squared shocks | 0.0690 | 16.31*** |
β GARCH Volatility persistence | 0.9086 | 193.31*** |
Persistence:
0.978
Half-life:
30 days
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