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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4348	5.40***
α ARCH Response to squared shocks	0.0534	3.07***
β GARCH Volatility persistence	0.8735	65.19***
γ leverage Additional response to negative shocks	0.0637	1.40

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Bitwise Bitcoin ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise Bitcoin ETF Analyses