V-Lab
Franklin XRP ETF GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
50.45%
decreased by 6.75%
1 Week
61.47%
increased by 4.27%
1 Month
73.65%
increased by 16.45%
Analysis last updated: Friday, August 7, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Aug 7, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 10.16*** |
α ARCH Response to squared shocks | 0.4552 | 5.95*** |
β GARCH Volatility persistence | 0.3453 | 8.61*** |
Persistence:
0.801
Half-life:
3 days
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