CMC Crypto 200 Index by Solacti EGARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2588 | 7.93 | |
| 0.2338 | 10.07 | |
| 0.9167 | 90.84 | |
| -0.0816 | -3.63 |
Estimation Period:
Apr 19, 2019 to Aug 2, 2024
Apr 19, 2019 to Aug 2, 2024
News Impact Curve
Volatility Forecasts
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