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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 4, 2023 to Aug 22, 2026Model 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
| Parameter | Value | t-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
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