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V-Lab

Grayscale Dogecoin Trust Doge ETF EGARCH Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

55.83%

decreased by 18.54%

1 Week

62.47%

decreased by 11.90%

1 Month

64.79%

decreased by 9.58%

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 EGARCH

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

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7760
10.59***
α

ARCH

Response to squared shocks

0.5528
11.61***
β

GARCH

Volatility persistence

0.3735
6.60***
γ

leverage

Additional response to negative shocks

-0.3696
-10.15***

Persistence:

0.374

Half-life:

1 days