Grayscale Dogecoin Trust Doge ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, October 20th, 2026
1 Day
44.32%
decreased by 0.41%
1 Week
48.74%
increased by 4.01%
1 Month
50.37%
increased by 5.64%
Analysis last updated: Monday, October 19, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Oct 16, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.5773 | 4.78*** |
| αARCH | 0.2404 | 2.10** |
| βGARCH | 0.1815 | 0.51 |
Spline Coefficients
K=1
| γ1 | 1.4476 | 2.69*** |
0.422
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5773 | 4.78*** |
α ARCH Response to squared shocks | 0.2404 | 2.10** |
β GARCH Volatility persistence | 0.1815 | 0.51 |
Spline Coefficients
K=1
| γ1 | 1.4476 | 2.69*** |
Persistence:
0.422
Half-life:
1 days
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