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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	23.7210	0.91
αARCH	0.0892	5.42***
βGARCH	0.9720	27.46***
νDF	3.6932	2.14**

Parameter	Value	t-statistic
ω const Unconditional variance weight	23.7210	0.91
α ARCH Response to squared shocks	0.0892	5.42***
β GARCH Volatility persistence	0.9720	27.46***
ν DF Student-t tail thickness	3.6932	2.14**

V-Lab

Dogecoin to US Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dogecoin to US Dollar Analyses