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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	299.7079	2.25**
αARCH	0.1614	30.61***
βGARCH	0.9962	591.94***
νDF	2.0018

Parameter	Value	t-statistic
ω const Unconditional variance weight	299.7079	2.25**
α ARCH Response to squared shocks	0.1614	30.61***
β GARCH Volatility persistence	0.9962	591.94***
ν DF Student-t tail thickness	2.0018

V-Lab

Bitcoin Depot Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitcoin Depot Inc Analyses