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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2307	3.34***
αARCH	0.1767	7.98***
βGARCH	0.7494	28.79***

γ₁	-0.5921	-2.48**
γ₂	1.0625	3.06***
γ₃	-0.8901	-5.38***
γ₄	0.8664	4.70***
γ₅	-0.7476	-3.36***
γ₆	0.4283	2.16**
γ₇	-0.2086	-1.32
γ₈	0.0726	0.49
γ₉	0.0552	0.34
γ₁₀	-0.0528	-0.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2307	3.34***
α ARCH Response to squared shocks	0.1767	7.98***
β GARCH Volatility persistence	0.7494	28.79***

γ₁	-0.5921	-2.48**
γ₂	1.0625	3.06***
γ₃	-0.8901	-5.38***
γ₄	0.8664	4.70***
γ₅	-0.7476	-3.36***
γ₆	0.4283	2.16**
γ₇	-0.2086	-1.32
γ₈	0.0726	0.49
γ₉	0.0552	0.34
γ₁₀	-0.0528	-0.26

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