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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2274	3.26***
α ARCH Response to squared shocks	0.1752	7.99***
β GARCH Volatility persistence	0.7540	29.60***

γ₁	-0.5976	-2.47**
γ₂	1.0695	3.07***
γ₃	-0.8901	-5.35***
γ₄	0.8534	4.35***
γ₅	-0.7113	-3.05***
γ₆	0.3756	1.87*
γ₇	-0.1557	-0.98
γ₈	0.0300	0.20
γ₉	0.0656	0.44
γ₁₀	-0.0235	-0.24

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