Canary Litecoin Etf MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
55.24%
decreased by 7.89%
1 Week
63.56%
increased by 0.43%
1 Month
214.55%
increased by 151.42%
Analysis last updated: Tuesday, July 7, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.5000 | 661.38 | |
| 0.7500 | 1,856.44 | |
| -0.5000 | -655.31 | |
| 10.0000 | 49.16 | |
| 0.1002 | 176.99 | |
| 0.8998 | 391.91 |
Estimation Period:
Oct 27, 2025 to Jul 2, 2026
Oct 27, 2025 to Jul 2, 2026
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