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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Jul 2, 2026Model 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
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| Parameter | Value | t-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
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