V-Lab
Amplify Stablecoin Technology Leaders ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
40.21%
increased by 3.36%
1 Week
40.01%
increased by 3.16%
1 Month
39.96%
increased by 3.11%
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, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0499 | 5.58*** |
α ARCH Response to squared shocks | 0.1565 | 0.91 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 0.4904 | 0.47 |
Persistence:
0.157
Half-life:
0 days
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