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V-Lab

Amplify Stablecoin Technology Leaders ETF AGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

38.26%

decreased by 4.23%

1 Week

39.98%

decreased by 2.51%

1 Month

40.35%

decreased by 2.14%

Analysis last updated: Saturday, August 8, 2026 at 02:28 AM UTC

Date Range:

from

to

6M ·

All

graph of Amplify Stablecoin Technology Leaders ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 23, 2025 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = 1.76) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.4745
12.30***
α

ARCH

Response to squared shocks

0.1067
3.23***
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

1.7611
5.80***

Persistence:

0.107

Half-life:

0 days