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V-Lab

Ethereum to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

39.48%

decreased by 0.33%

1 Week

41.97%

increased by 2.16%

1 Month

46.09%

increased by 6.28%

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 S0GARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2916
5.28***
α

ARCH

Response to squared shocks

0.0886
4.15***
β

GARCH

Volatility persistence

0.7741
17.03***
γi Spline Coefficients
K=7
γ1-0.0289
-0.11
γ20.1134
0.29
γ3-0.1095
-0.40
γ4-0.2555
-1.16
γ50.8090
4.29***
γ6-0.9033
-5.28***
γ70.4900
4.24***

Persistence:

0.863

Half-life:

5 days