Ripple to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, November 9th, 2026
1 Day
49.29%
decreased by 6.18%
1 Week
48.24%
decreased by 7.23%
1 Month
46.69%
decreased by 8.78%
Analysis last updated: Sunday, November 8, 2026 at 07:02 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 Nov 7, 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 | 1.6502 | 4.72*** |
| αARCH | 0.2001 | 4.78*** |
| βGARCH | 0.6175 | 10.15*** |
Spline Coefficients
K=9
| γ1 | 0.3139 | 0.79 |
| γ2 | -0.3091 | -0.53 |
| γ3 | 0.4730 | 1.19 |
| γ4 | -1.4836 | -3.19*** |
| γ5 | 1.9875 | 2.74*** |
| γ6 | -1.8326 | -1.78* |
| γ7 | 1.7018 | 1.78* |
| γ8 | -1.5996 | -2.69*** |
| γ9 | 1.0915 | 3.06*** |
0.818
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6502 | 4.72*** |
α ARCH Response to squared shocks | 0.2001 | 4.78*** |
β GARCH Volatility persistence | 0.6175 | 10.15*** |
Spline Coefficients
K=9
| γ1 | 0.3139 | 0.79 |
| γ2 | -0.3091 | -0.53 |
| γ3 | 0.4730 | 1.19 |
| γ4 | -1.4836 | -3.19*** |
| γ5 | 1.9875 | 2.74*** |
| γ6 | -1.8326 | -1.78* |
| γ7 | 1.7018 | 1.78* |
| γ8 | -1.5996 | -2.69*** |
| γ9 | 1.0915 | 3.06*** |
Persistence:
0.818
Half-life:
3 days
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