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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2221	3.30***
αARCH	0.1738	7.90***
βGARCH	0.7513	28.88***

γ₁	-0.5723	-2.39**
γ₂	1.0239	2.95***
γ₃	-0.8541	-5.18***
γ₄	0.8341	4.52***
γ₅	-0.7202	-3.24***
γ₆	0.4075	2.06**
γ₇	-0.1952	-1.25
γ₈	0.0669	0.47
γ₉	0.0520	0.36
γ₁₀	-0.0362	-0.37

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2221	3.30***
α ARCH Response to squared shocks	0.1738	7.90***
β GARCH Volatility persistence	0.7513	28.88***

γ₁	-0.5723	-2.39**
γ₂	1.0239	2.95***
γ₃	-0.8541	-5.18***
γ₄	0.8341	4.52***
γ₅	-0.7202	-3.24***
γ₆	0.4075	2.06**
γ₇	-0.1952	-1.25
γ₈	0.0669	0.47
γ₉	0.0520	0.36
γ₁₀	-0.0362	-0.37

V-Lab

Bitcoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to US Dollar Analyses