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{name} Model Equation

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Param	Value	t-stat
ωconst	3.4029	1.49
αARCH	0.5470	20.67***
βGARCH	0.4422	40.34***

γ₁	-1.3395	-0.95
γ₂	2.0099	1.07
γ₃	-0.8565	-0.83
γ₄	-0.7835	-0.88
γ₅	2.6989	2.22**
γ₆	-23.5543	-11.18***
γ₇	64.5706	12.62***
γ₈	-66.5896	-9.21***
γ₉	26.3549	4.76***
γ₁₀	-2.9673	-1.21

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4029	1.49
α ARCH Response to squared shocks	0.5470	20.67***
β GARCH Volatility persistence	0.4422	40.34***

γ₁	-1.3395	-0.95
γ₂	2.0099	1.07
γ₃	-0.8565	-0.83
γ₄	-0.7835	-0.88
γ₅	2.6989	2.22**
γ₆	-23.5543	-11.18***
γ₇	64.5706	12.62***
γ₈	-66.5896	-9.21***
γ₉	26.3549	4.76***
γ₁₀	-2.9673	-1.21

V-Lab

Binancecoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Binancecoin to US Dollar Analyses