Franklin XRP ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
63.54%
increased by 20.81%
1 Week
75.89%
increased by 33.16%
1 Month
99.70%
increased by 56.97%
Analysis last updated: Friday, May 22, 2026 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.52 | |
| 0.3771 | 3.47 | |
| 0.2254 | 6.40 | |
| 0.6332 | 1.73 |
Estimation Period:
Nov 24, 2025 to May 22, 2026
Nov 24, 2025 to May 22, 2026
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