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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

Date Range:

from

to

6M ·

All

graph of Franklin XRP ETF GARCH

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
Boundary 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

ParameterValuet-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