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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	339.4690	6.76***
α ARCH Response to squared shocks	0.1067	118.68***
β GARCH Volatility persistence	0.9990	6,986.01***
ν DF Student-t tail thickness	2.6846	227.70***

V-Lab

Bitcoin to US Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to US Dollar Analyses