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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Aug 15, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=7
| γ1 | -0.0289 | -0.11 |
| γ2 | 0.1134 | 0.29 |
| γ3 | -0.1095 | -0.40 |
| γ4 | -0.2555 | -1.16 |
| γ5 | 0.8090 | 4.29*** |
| γ6 | -0.9033 | -5.28*** |
| γ7 | 0.4900 | 4.24*** |
Persistence:
0.863
Half-life:
5 days
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