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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Aug 7, 2026Model 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
| Parameter | Value | t-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
Other Amplify Stablecoin Technology Leaders ETF Analyses
Other AGARCH Analyses on ETFs