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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Aug 15, 2026Model 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
| Parameter | Value | t-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
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