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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2115	3.63***
α ARCH Response to squared shocks	0.1525	8.33***
β GARCH Volatility persistence	0.8048	35.83***

γ₁	-0.0292	-0.58
γ₂	0.1241	1.78*
γ₃	-0.1376	-2.80***
γ₄	0.0208	0.44
γ₅	0.0474	1.57

V-Lab

Bitcoin to Euro Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to Euro Analyses