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V-Lab

Grayscale Dogecoin Trust Doge ETF GJR-GARCH Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

55.87%

decreased by 11.32%

1 Week

64.10%

decreased by 3.09%

1 Month

73.31%

increased by 6.12%

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 GJR-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

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

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
8.96***
α

ARCH

Response to squared shocks

0.0418
2.76***
β

GARCH

Volatility persistence

0.4112
10.98***
γ

leverage

Additional response to negative shocks

0.6765
7.23***

Persistence:

0.791

Half-life:

3 days