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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

Date Range:

from

to

6M ·

All

graph of Amplify Stablecoin Technology Leaders ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 23, 2025 to Aug 21, 2026
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-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