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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

Date Range:

from

to

6M ·

All

graph of Bitwise XRP ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 20, 2025 to Jul 24, 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. Short-run deviations decay with a half-life of 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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
γi Spline Coefficients
K=1
γ12.2871
1.94*

Persistence:

0.436

Half-life:

1 days