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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Grayscale Dogecoin Trust Doge ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 24, 2025 to Jul 2, 2026

Model 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

ParameterValuet-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