V-Lab
Solana to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
60.37%
decreased by 0.79%
1 Week
59.96%
decreased by 1.20%
1 Month
59.23%
decreased by 1.93%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2267 | 10.62*** |
α ARCH Response to squared shocks | 0.1032 | 3.10*** |
β GARCH Volatility persistence | 0.7570 | 10.93*** |
Spline Coefficients
K=1
| γ1 | 0.0257 | 2.52** |
Persistence:
0.860
Half-life:
5 days
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