V-Lab
Amplify Stablecoin Technology Leaders ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
35.43%
decreased by 2.47%
1 Week
37.67%
decreased by 0.23%
1 Month
38.18%
increased by 0.28%
Analysis last updated: Saturday, August 8, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 23, 2025 to Aug 7, 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 | 1.1008 | 5.86*** |
α ARCH Response to squared shocks | 0.1458 | 0.83 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | 0.7362 | 0.87 |
Persistence:
0.146
Half-life:
0 days
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