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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2579	3.38***
αARCH	0.1766	7.99***
βGARCH	0.7501	28.96***

γ₁	-0.5721	-2.40**
γ₂	1.0300	2.99***
γ₃	-0.8656	-5.25***
γ₄	0.8393	4.42***
γ₅	-0.7132	-3.14***
γ₆	0.3903	1.96**
γ₇	-0.1732	-1.10
γ₈	0.0432	0.30
γ₉	0.0695	0.48
γ₁₀	-0.0420	-0.42

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2579	3.38***
α ARCH Response to squared shocks	0.1766	7.99***
β GARCH Volatility persistence	0.7501	28.96***

γ₁	-0.5721	-2.40**
γ₂	1.0300	2.99***
γ₃	-0.8656	-5.25***
γ₄	0.8393	4.42***
γ₅	-0.7132	-3.14***
γ₆	0.3903	1.96**
γ₇	-0.1732	-1.10
γ₈	0.0432	0.30
γ₉	0.0695	0.48
γ₁₀	-0.0420	-0.42

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