Bitwise XRP ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
31.39%
unchanged at 0.00%
1 Week
31.39%
unchanged at 0.00%
1 Month
31.39%
unchanged at 0.00%
Analysis last updated: Friday, May 22, 2026 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 2.5909 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.3360 | 0.00 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
Other Bitwise XRP ETF Analyses
Other MF2-GARCH Analyses on ETFs