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V-Lab

Grayscale Dogecoin Trust Doge ETF GARCH Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

54.56%

decreased by 0.99%

1 Week

54.89%

decreased by 0.66%

1 Month

56.00%

increased by 0.45%

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 GARCH

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 29 trading days, meaning a shock loses half its impact after approximately 29 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3503
1.88*
α

ARCH

Response to squared shocks

0.0421
3.91***
β

GARCH

Volatility persistence

0.9344
51.80***

Persistence:

0.977

Half-life:

29 days