V-Lab
Franklin XRP ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
58.76%
decreased by 6.15%
1 Week
63.81%
decreased by 1.10%
1 Month
66.16%
increased by 1.25%
Analysis last updated: Friday, July 24, 2026 at 10:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 4.06 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 17.7681 | 6.68*** |
α ARCH Response to squared shocks | 0.1623 | 2.98*** |
β GARCH Volatility persistence | 0.5130 | 11.07*** |
ν DF Student-t tail thickness | 4.0562 | 1.35 |
Persistence:
0.513
Half-life:
1 days
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