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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5696	17.58***
α ARCH Response to squared shocks	0.1569	16.01***
β GARCH Volatility persistence	0.8222	163.55***
γ leverage Additional response to negative shocks	0.0136	0.78

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Bitcoin to US Dollar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to US Dollar Analyses