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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	1.4663	4.31***
αARCH	0.1589	3.26***
βGARCH	0.7065	8.71***

γ₁	0.7690	4.52***
γ₂	-1.1957	-4.98***
γ₃	0.5776	5.05***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4663	4.31***
α ARCH Response to squared shocks	0.1589	3.26***
β GARCH Volatility persistence	0.7065	8.71***

γ₁	0.7690	4.52***
γ₂	-1.1957	-4.98***
γ₃	0.5776	5.05***

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