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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.8016	7.83***
α ARCH Response to squared shocks	0.0627	10.40***
β GARCH Volatility persistence	0.9613	165.37***
ν DF Student-t tail thickness	10.2221	0.77

V-Lab

Bitwise Bitcoin ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise Bitcoin ETF Analyses