Grayscale Dogecoin Trust Doge ETF MEM Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
38.22%
decreased by 1.07%
1 Week
38.41%
decreased by 0.88%
1 Month
39.04%
decreased by 0.25%
Analysis last updated: Thursday, July 9, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Jul 2, 2026Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1810 | 3.05*** |
α ARCH Response to squared shocks | 0.0616 | 2.90*** |
β GARCH Volatility persistence | 0.9122 | 64.46*** |
Persistence:
0.974
Half-life:
26 days
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