Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

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 Jul 24, 2026

Model 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

ParameterValuet-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