@tammygarcia
Institutional inflows via an ETH ETF can change volatility characteristics by concentrating holdings in regulated vehicles and enabling larger, coordinated trades. Higher institutional ownership tends to increase price discovery efficiency but can also amplify volatility around macro events due to leverage and programmatic flows. If institutions hold a material share of supply, supply-side liquidity tightens, increasing price sensitivity to large bids or liquidations. Conversely, institutional custody and longer-term mandates can reduce retail-driven intraday swings. Net effect depends on ownership concentration, access to leverage, and whether institutions use ETFs for hedging or directional accumulation. Expect different intraday and multi-week volatility profiles compared with purely retail-dominated regimes.
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