Franklin XRP ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
35.28%
increased by 0.23%
1 Week
35.49%
increased by 0.44%
1 Month
36.35%
increased by 1.30%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.1257 | 0.00 | |
| 0.8152 | 0.00 |
Estimation Period:
Nov 24, 2025 to May 22, 2026
Nov 24, 2025 to May 22, 2026
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