V-Lab
Grayscale Avalanche Staking ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
50.05%
decreased by 6.25%
1 Week
51.75%
decreased by 4.55%
1 Month
52.90%
decreased by 3.40%
Analysis last updated: Wednesday, August 26, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 12, 2026 to Aug 21, 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 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0653 | 4.71*** |
α ARCH Response to squared shocks | 0.1821 | 1.59 |
β GARCH Volatility persistence | 0.4439 | 1.01 |
Spline Coefficients
K=1
| γ1 | 0.4193 | 0.16 |
Persistence:
0.626
Half-life:
1 days
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