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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0896	5.27***
α ARCH Response to squared shocks	0.3690	6.17***
β GARCH Volatility persistence	0.6296	18.57***
γ leverage Additional response to negative shocks	0.0028	0.03

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Bitcoin Depot Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin Depot Inc Analyses