Skip to main content
V-Lab

Ethereum to US Dollar GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

39.73%

decreased by 0.39%

1 Week

41.68%

increased by 1.56%

1 Month

47.73%

increased by 7.61%

Analysis last updated: Wednesday, August 19, 2026 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ethereum to US Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 7, 2018 to Aug 15, 2026

Model Insight

Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4706
14.25***
α

ARCH

Response to squared shocks

0.0609
8.78***
β

GARCH

Volatility persistence

0.9067
191.29***
γ

leverage

Additional response to negative shocks

0.0171
1.34

Persistence:

0.976

Half-life:

29 days