V-Lab
Franklin XRP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
49.81%
decreased by 6.47%
1 Week
58.28%
increased by 2.00%
1 Month
61.39%
increased by 5.11%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 1 trading day.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2817 | 2.66*** |
α ARCH Response to squared shocks | 0.4027 | 1.20 |
β GARCH Volatility persistence | 0.0327 | 0.32 |
Spline Coefficients
K=1
| γ1 | 1.3046 | 1.17 |
Persistence:
0.435
Half-life:
1 days
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