Skip to main content
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

Date Range:

from

to

6M ·

All

graph of Grayscale Avalanche Staking ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 12, 2026 to Jul 31, 2026

Model 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

ParameterValuet-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