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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	1.4837	4.24***
αARCH	0.1596	3.22***
βGARCH	0.7145	9.06***

γ₁	0.8206	4.40***
γ₂	-1.2648	-4.78***
γ₃	0.5973	4.78***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4837	4.24***
α ARCH Response to squared shocks	0.1596	3.22***
β GARCH Volatility persistence	0.7145	9.06***

γ₁	0.8206	4.40***
γ₂	-1.2648	-4.78***
γ₃	0.5973	4.78***

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