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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2439	3.37***
αARCH	0.1771	7.98***
βGARCH	0.7480	28.61***

γ₁	-0.5735	-2.40**
γ₂	1.0318	2.97***
γ₃	-0.8692	-5.25***
γ₄	0.8541	4.77***
γ₅	-0.7481	-3.44***
γ₆	0.4410	2.24**
γ₇	-0.2280	-1.45
γ₈	0.0945	0.65
γ₉	0.0400	0.25
γ₁₀	-0.0702	-0.35

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2439	3.37***
α ARCH Response to squared shocks	0.1771	7.98***
β GARCH Volatility persistence	0.7480	28.61***

γ₁	-0.5735	-2.40**
γ₂	1.0318	2.97***
γ₃	-0.8692	-5.25***
γ₄	0.8541	4.77***
γ₅	-0.7481	-3.44***
γ₆	0.4410	2.24**
γ₇	-0.2280	-1.45
γ₈	0.0945	0.65
γ₉	0.0400	0.25
γ₁₀	-0.0702	-0.35

V-Lab

Bitcoin to US Dollar Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin to US Dollar Analyses