Grayscale Dogecoin Trust Doge ETF AGARCH Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
59.20%
decreased by 20.50%
1 Week
67.73%
decreased by 11.97%
1 Month
70.03%
decreased by 9.67%
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
The news-impact curve is shifted (γ = 4.81) 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 | 7.7633 | 17.70*** |
α ARCH Response to squared shocks | 0.2814 | 11.65*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 4.8083 | 22.27*** |
Persistence:
0.281
Half-life:
1 days
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