Skip to main content
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

Date Range:

from

to

6M ·

All

graph of Amplify Stablecoin Technology Leaders ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 23, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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
γi Spline Coefficients
K=1
γ1-6.1035
-1.73*

Persistence:

0.148

Half-life:

0 days