V-Lab
Grayscale Dogecoin Trust Doge ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, September 30th, 2026
1 Day
46.57%
decreased by 13.34%
1 Week
49.88%
decreased by 10.03%
1 Month
51.11%
decreased by 8.80%
Analysis last updated: Tuesday, September 29, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Sep 25, 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 | 1.5816 | 4.67*** |
| αARCH | 0.2463 | 2.01** |
| βGARCH | 0.1700 | 0.45 |
Spline Coefficients
K=1
| γ1 | 1.6658 | 2.62*** |
0.416
Persistence1d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5816 | 4.67*** |
α ARCH Response to squared shocks | 0.2463 | 2.01** |
β GARCH Volatility persistence | 0.1700 | 0.45 |
Spline Coefficients
K=1
| γ1 | 1.6658 | 2.62*** |
Persistence:
0.416
Half-life:
1 days
Other Grayscale Dogecoin Trust Doge ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs