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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Aug 15, 2026Model 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
| Parameter | Value | t-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
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