V-Lab
Amplify Stablecoin Technology Leaders ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
25.38%
increased by 0.07%
1 Week
26.85%
increased by 1.54%
1 Month
27.18%
increased by 1.87%
Analysis last updated: Tuesday, August 11, 2026 at 10:15 PM 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8504 | 4.50*** |
α ARCH Response to squared shocks | 0.1476 | 0.93 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=1
| γ1 | -6.1035 | -1.73* |
Persistence:
0.148
Half-life:
0 days
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