V-Lab
Franklin XRP ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
51.71%
increased by 0.05%
1 Week
62.78%
increased by 11.12%
1 Month
66.74%
increased by 15.08%
Analysis last updated: Tuesday, August 11, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Aug 7, 2026Model Insight
The news-impact curve is shifted (γ = 1.36) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 9.5529 | 17.74*** |
α ARCH Response to squared shocks | 0.4346 | 5.80*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 1.3639 | 4.98*** |
Persistence:
0.435
Half-life:
1 days
Other Franklin XRP ETF Analyses
Other AGARCH Analyses on ETFs