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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

Date Range:

from

to

6M ·

All

graph of Franklin XRP ETF AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 24, 2025 to Aug 7, 2026

Model 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

ParameterValuet-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