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V-Lab

Grayscale Dogecoin Trust Doge ETF APARCH Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

66.34%

decreased by 6.90%

1 Week

65.57%

decreased by 7.67%

1 Month

63.69%

decreased by 9.55%

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 APARCH

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

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1518
4.75***
α

ARCH

Response to squared shocks

0.0714
7.82***
β

GARCH

Volatility persistence

0.8809
59.54***
γ

leverage

Additional response to negative shocks

1.0000
552.79***
δ

power

Transformation power

0.5000
3.83***

Persistence:

0.923

Half-life:

9 days