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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	32.1252	3.92***
α ARCH Response to squared shocks	0.1941	6.65***
β GARCH Volatility persistence	0.9874	301.14***
ν DF Student-t tail thickness	10.8214	0.82

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Bitwise Proficio Currency Debasement ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise Proficio Currency Debasement ETF Analyses