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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	25.8351	3.09***
α ARCH Response to squared shocks	0.0569	27.44***
β GARCH Volatility persistence	0.9857	208.74***
ν DF Student-t tail thickness	3.0388	15.86***

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