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Parameter	Value	t-statistic
m window Rolling window length	46
α ARCH Response to squared shocks	0.1228	1.11
β GARCH Volatility persistence	0.6785	2.67***
γ leverage Additional response to negative shocks	-0.0686	-0.51
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.07
λ₂ forecast adj. Forecast performance sensitivity	0.3754	0.05
λ₃ tau persistence Long-term factor persistence	0.5532	0.07

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Bitcoin Depot Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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