V-Lab
Amplify Stablecoin Technology Leaders ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
36.78%
unchanged at 0.00%
1 Week
39.26%
increased by 2.48%
1 Month
39.91%
increased by 3.13%
Analysis last updated: Friday, August 21, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Aug 21, 2026σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.7999 | 6.94*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.1056 | 0.95 |
γ leverage Additional response to negative shocks | 0.2857 | 2.14** |
Persistence:
0.248
Half-life:
0 days
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