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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2803	3.46***
αARCH	0.1765	7.95***
βGARCH	0.7472	28.48***

γ₁	-0.5327	-2.25**
γ₂	0.9643	2.80***
γ₃	-0.8205	-5.00***
γ₄	0.8145	4.62***
γ₅	-0.7195	-3.35***
γ₆	0.4257	2.18**
γ₇	-0.2261	-1.45
γ₈	0.1071	0.78
γ₉	0.0094	0.07
γ₁₀	-0.0066	-0.07

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2803	3.46***
α ARCH Response to squared shocks	0.1765	7.95***
β GARCH Volatility persistence	0.7472	28.48***

γ₁	-0.5327	-2.25**
γ₂	0.9643	2.80***
γ₃	-0.8205	-5.00***
γ₄	0.8145	4.62***
γ₅	-0.7195	-3.35***
γ₆	0.4257	2.18**
γ₇	-0.2261	-1.45
γ₈	0.1071	0.78
γ₉	0.0094	0.07
γ₁₀	-0.0066	-0.07

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