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V-Lab

Ripple to US Dollar GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

52.10%

decreased by 0.44%

1 Week

60.81%

increased by 8.27%

1 Month

74.07%

increased by 21.53%

Analysis last updated: Wednesday, August 19, 2026 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Ripple to US Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 7, 2018 to Aug 15, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 55% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.6793
10.64***
α

ARCH

Response to squared shocks

0.2650
12.13***
β

GARCH

Volatility persistence

0.6473
42.71***
γ

leverage

Additional response to negative shocks

-0.0935
-2.56**

Persistence:

0.866

Half-life:

5 days