V-Lab
Franklin XRP ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
145.32%
decreased by 44.56%
1 Week
100.32%
decreased by 89.56%
1 Month
78.16%
decreased by 111.72%
Analysis last updated: Friday, August 21, 2026 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Aug 21, 2026Boundary Parameters
Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 384% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.6302 | 52.23*** |
β GARCH Volatility persistence | 0.0000 | 0.01 |
γ leverage Additional response to negative shocks | -0.5000 | -31.83*** |
λ₁ tau intercept Baseline long-term coefficient | 19.2861 |
Persistence:
0.380
Half-life:
1 days
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