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
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 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
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| Parameter | Value | t-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
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