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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	26.3720	3.17***
α ARCH Response to squared shocks	0.0576	31.10***
β GARCH Volatility persistence	0.9870	240.33***
ν DF Student-t tail thickness	3.0324	18.18***

V-Lab

Ethereum to US Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ethereum to US Dollar Analyses