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
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 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
| Parameter | Value | t-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 |
Spline Coefficients
K=2
| γ1 | -28.1636 | -2.11** |
| γ2 | 59.7452 | 2.78*** |
Persistence:
0.121
Half-life:
0 days
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