V-Lab
Ripple to US Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
56.35%
decreased by 0.64%
1 Week
63.85%
increased by 6.86%
1 Month
75.35%
increased by 18.36%
Analysis last updated: Saturday, July 25, 2026 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Jul 24, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 54% 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.8050 | 10.66*** |
α ARCH Response to squared shocks | 0.2648 | 11.99*** |
β GARCH Volatility persistence | 0.6427 | 41.46*** |
γ leverage Additional response to negative shocks | -0.0930 | -2.51** |
Persistence:
0.861
Half-life:
5 days
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