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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5854	17.67***
α ARCH Response to squared shocks	0.1571	16.05***
β GARCH Volatility persistence	0.8209	161.69***
γ leverage Additional response to negative shocks	0.0143	0.82

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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