V-Lab
Franklin XRP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
36.41%
decreased by 4.62%
1 Week
38.14%
decreased by 2.89%
1 Month
38.53%
decreased by 2.50%
Analysis last updated: Friday, August 7, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 24, 2025 to Aug 7, 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.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1008 | 2.84*** |
α ARCH Response to squared shocks | 0.1461 | 1.01 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=5
| γ1 | 111.0489 | 1.36 |
| γ2 | -251.7133 | -2.03** |
| γ3 | 269.7800 | 3.04*** |
| γ4 | -208.7621 | -2.81*** |
| γ5 | 110.3699 | 2.49** |
Persistence:
0.146
Half-life:
0 days
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