V-Lab
Grayscale Avalanche Staking ETF AGARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
59.27%
increased by 5.23%
1 Week
62.02%
increased by 7.98%
1 Month
62.63%
increased by 8.59%
Analysis last updated: Thursday, August 6, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 12, 2026 to Jul 31, 2026Model Insight
The news-impact curve is shifted (γ = 4.32) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 11.1411 | 13.99*** |
α ARCH Response to squared shocks | 0.1304 | 4.62*** |
β GARCH Volatility persistence | 0.0029 | 4.44*** |
γ leverage Additional response to negative shocks | 4.3176 | 7.20*** |
Persistence:
0.133
Half-life:
0 days
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