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{name} Model Equation

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Spline Coefficients

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	1.4609	4.24***
αARCH	0.1553	3.18***
βGARCH	0.7205	9.17***

γ₁	0.7834	4.35***
γ₂	-1.2079	-4.73***
γ₃	0.5696	4.67***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4609	4.24***
α ARCH Response to squared shocks	0.1553	3.18***
β GARCH Volatility persistence	0.7205	9.17***

γ₁	0.7834	4.35***
γ₂	-1.2079	-4.73***
γ₃	0.5696	4.67***

V-Lab

Dogecoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Dogecoin to US Dollar Analyses