Ripple to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
38.25%
decreased by 1.24%
1 Week
40.67%
increased by 1.18%
1 Month
43.87%
increased by 4.38%
Analysis last updated: Sunday, October 18, 2026 at 06:05 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Oct 17, 2026Model 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 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.6491 | 4.73*** |
| αARCH | 0.2004 | 4.77*** |
| βGARCH | 0.6136 | 9.90*** |
Spline Coefficients
K=9
| γ1 | 0.3353 | 0.83 |
| γ2 | -0.3558 | -0.59 |
| γ3 | 0.5465 | 1.33 |
| γ4 | -1.5824 | -3.20*** |
| γ5 | 2.0725 | 2.72*** |
| γ6 | -1.8987 | -1.81* |
| γ7 | 1.7713 | 1.89* |
| γ8 | -1.6658 | -2.90*** |
| γ9 | 1.1246 | 3.15*** |
0.814
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6491 | 4.73*** |
α ARCH Response to squared shocks | 0.2004 | 4.77*** |
β GARCH Volatility persistence | 0.6136 | 9.90*** |
Spline Coefficients
K=9
| γ1 | 0.3353 | 0.83 |
| γ2 | -0.3558 | -0.59 |
| γ3 | 0.5465 | 1.33 |
| γ4 | -1.5824 | -3.20*** |
| γ5 | 2.0725 | 2.72*** |
| γ6 | -1.8987 | -1.81* |
| γ7 | 1.7713 | 1.89* |
| γ8 | -1.6658 | -2.90*** |
| γ9 | 1.1246 | 3.15*** |
Persistence:
0.814
Half-life:
3 days
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