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V-Lab

Grayscale Dogecoin Trust Doge ETF Spline-GARCH Volatility Analysis

Volatility prediction for Friday, July 10th, 2026

1 Day

63.09%

decreased by 2.23%

1 Week

66.26%

increased by 0.94%

1 Month

66.95%

increased by 1.63%

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 SGARCH

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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9430
3.44***
α

ARCH

Response to squared shocks

0.1210
1.56
β

GARCH

Volatility persistence

0.0000
0.00
γi Spline Coefficients
K=2
γ1-28.1636
-2.11**
γ259.7452
2.78***

Persistence:

0.121

Half-life:

0 days