V-Lab
Ripple to US Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
39.17%
decreased by 0.66%
1 Week
41.54%
increased by 1.71%
1 Month
44.54%
increased by 4.71%
Analysis last updated: Saturday, July 25, 2026 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Jul 24, 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 | 1.6146 | 4.81*** |
α ARCH Response to squared shocks | 0.1890 | 4.61*** |
β GARCH Volatility persistence | 0.6144 | 9.19*** |
Spline Coefficients
K=9
| γ1 | 0.3800 | 0.90 |
| γ2 | -0.4640 | -0.73 |
| γ3 | 0.7394 | 1.61 |
| γ4 | -1.8350 | -3.23*** |
| γ5 | 2.2555 | 2.71*** |
| γ6 | -1.9961 | -1.92* |
| γ7 | 1.8388 | 2.32** |
| γ8 | -1.7156 | -3.61*** |
| γ9 | 1.1581 | 3.39*** |
Persistence:
0.803
Half-life:
3 days
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