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V-Lab

Solana to US Dollar GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

62.97%

decreased by 0.64%

1 Week

63.60%

decreased by 0.01%

1 Month

64.90%

increased by 1.29%

Analysis last updated: Tuesday, August 25, 2026 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Solana to US Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 4, 2023 to Aug 22, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8296
10.91***
α

ARCH

Response to squared shocks

0.0915
5.72***
β

GARCH

Volatility persistence

0.7933
59.81***
γ

leverage

Additional response to negative shocks

0.0199
0.73

Persistence:

0.895

Half-life:

6 days