V-Lab
Franklin XRP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
135.05%
decreased by 37.03%
1 Week
101.55%
decreased by 70.53%
1 Month
75.43%
decreased by 96.65%
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, 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 | 1.4213 | 2.42** |
α ARCH Response to squared shocks | 0.5245 | 1.56 |
β GARCH Volatility persistence | 0.0475 | 0.44 |
Spline Coefficients
K=1
| γ1 | 1.2715 | 1.46 |
Persistence:
0.572
Half-life:
1 days
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