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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.6042	2.36**
α ARCH Response to squared shocks	0.6371	43.53***
β GARCH Volatility persistence	0.3584	26.53***

γ₁	-1.7421	-1.22
γ₂	2.8099	1.44
γ₃	-1.5109	-1.32
γ₄	-0.3700	-0.38
γ₅	2.0595	1.59
γ₆	-31.9843	-10.16***
γ₇	91.7203	10.87***
γ₈	-92.7259	-8.95***
γ₉	32.7569	5.31***
γ₁₀	-1.0194	-0.51

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