V-Lab
Grayscale Avalanche Staking ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
4.09%
unchanged at 0.00%
1 Week
4.09%
unchanged at 0.00%
1 Month
4.09%
unchanged at 0.00%
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
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 4 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8108 | 2.91*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8266 | 1.23 |
Spline Coefficients
K=1
| γ1 | -50.6655 | -1.64 |
Persistence:
0.827
Half-life:
4 days
Other Grayscale Avalanche Staking ETF Analyses
Other Spline-GARCH Analyses on ETFs