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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Solana to US Dollar S0GARCH

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

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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ10.0257
2.52**

Persistence:

0.860

Half-life:

5 days