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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3763	14.00***
α ARCH Response to squared shocks	0.1165	18.58***
β GARCH Volatility persistence	0.8781	219.81***
γ leverage Additional response to negative shocks	-0.0138	-1.38

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Bitcoin to Euro GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to Euro Analyses