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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5343	14.58***
α ARCH Response to squared shocks	0.0611	8.62***
β GARCH Volatility persistence	0.9022	181.74***
γ leverage Additional response to negative shocks	0.0187	1.41

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Ethereum to US Dollar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ethereum to US Dollar Analyses