V-Lab
Ripple to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
35.63%
decreased by 0.56%
1 Week
40.38%
increased by 4.19%
1 Month
46.18%
increased by 9.99%
Analysis last updated: Wednesday, August 19, 2026 at 06:03 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 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6287 | 4.76*** |
α ARCH Response to squared shocks | 0.1918 | 4.69*** |
β GARCH Volatility persistence | 0.6179 | 9.56*** |
Spline Coefficients
K=9
| γ1 | 0.3699 | 0.88 |
| γ2 | -0.4422 | -0.70 |
| γ3 | 0.7044 | 1.56 |
| γ4 | -1.7939 | -3.23*** |
| γ5 | 2.2387 | 2.70*** |
| γ6 | -2.0137 | -1.91* |
| γ7 | 1.8944 | 2.26** |
| γ8 | -1.8297 | -3.75*** |
| γ9 | 1.2757 | 3.93*** |
Persistence:
0.810
Half-life:
3 days
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