V-Lab
Ripple to US Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
28.88%
increased by 0.88%
1 Week
30.00%
increased by 2.00%
1 Month
31.46%
increased by 3.46%
Analysis last updated: Tuesday, August 11, 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 8, 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6265 | 4.82*** |
α ARCH Response to squared shocks | 0.1889 | 4.63*** |
β GARCH Volatility persistence | 0.6155 | 9.23*** |
Spline Coefficients
K=9
| γ1 | 0.3933 | 0.94 |
| γ2 | -0.4828 | -0.77 |
| γ3 | 0.7422 | 1.64 |
| γ4 | -1.8277 | -3.27*** |
| γ5 | 2.2416 | 2.71*** |
| γ6 | -1.9554 | -1.87* |
| γ7 | 1.7221 | 2.06** |
| γ8 | -1.4081 | -2.26** |
| γ9 | 0.2351 | 0.28 |
Persistence:
0.804
Half-life:
3 days
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