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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2071	3.23***
α ARCH Response to squared shocks	0.1752	7.97***
β GARCH Volatility persistence	0.7537	29.45***

γ₁	-0.6151	-2.55**
γ₂	1.0961	3.18***
γ₃	-0.9032	-5.43***
γ₄	0.8557	4.25***
γ₅	-0.7018	-2.96***
γ₆	0.3572	1.78*
γ₇	-0.1317	-0.83
γ₈	-0.0002	0.00
γ₉	0.1023	0.68
γ₁₀	-0.0542	-0.55

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