Skip to main content
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

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 Jul 24, 2026
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-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