V-Lab
Amplify Stablecoin Technology Leaders ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
37.36%
decreased by 0.72%
1 Week
39.88%
increased by 1.80%
1 Month
40.54%
increased by 2.46%
Analysis last updated: Monday, July 27, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Jul 24, 2026σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.9953 | 6.88*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0942 | 0.85 |
γ leverage Additional response to negative shocks | 0.2946 | 2.16** |
Persistence:
0.242
Half-life:
0 days
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