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
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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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