V-Lab
Bitwise XRP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
45.41%
decreased by 2.36%
1 Week
52.61%
increased by 4.84%
1 Month
55.26%
increased by 7.49%
Analysis last updated: Monday, July 27, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 20, 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. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4914 | 2.89*** |
α ARCH Response to squared shocks | 0.3135 | 1.25 |
β GARCH Volatility persistence | 0.1220 | 0.52 |
Spline Coefficients
K=1
| γ1 | 2.2871 | 1.94* |
Persistence:
0.436
Half-life:
1 days
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