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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2701	3.40***
αARCH	0.1755	7.95***
βGARCH	0.7488	28.74***

γ₁	-0.5292	-2.21**
γ₂	0.9544	2.73***
γ₃	-0.8088	-4.88***
γ₄	0.8087	4.69***
γ₅	-0.7236	-3.42***
γ₆	0.4373	2.23**
γ₇	-0.2409	-1.53
γ₈	0.1226	0.90
γ₉	-0.0004	0.00
γ₁₀	-0.0054	-0.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2701	3.40***
α ARCH Response to squared shocks	0.1755	7.95***
β GARCH Volatility persistence	0.7488	28.74***

γ₁	-0.5292	-2.21**
γ₂	0.9544	2.73***
γ₃	-0.8088	-4.88***
γ₄	0.8087	4.69***
γ₅	-0.7236	-3.42***
γ₆	0.4373	2.23**
γ₇	-0.2409	-1.53
γ₈	0.1226	0.90
γ₉	-0.0004	0.00
γ₁₀	-0.0054	-0.06

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