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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	1.2862	5.46***
αARCH	0.0872	4.08***
βGARCH	0.7566	13.80***

γ₁	-0.0269	-0.11
γ₂	0.1178	0.31
γ₃	-0.1348	-0.51
γ₄	-0.2066	-0.98
γ₅	0.7453	4.06***
γ₆	-0.8254	-4.62***
γ₇	0.4187	3.01***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2862	5.46***
α ARCH Response to squared shocks	0.0872	4.08***
β GARCH Volatility persistence	0.7566	13.80***

γ₁	-0.0269	-0.11
γ₂	0.1178	0.31
γ₃	-0.1348	-0.51
γ₄	-0.2066	-0.98
γ₅	0.7453	4.06***
γ₆	-0.8254	-4.62***
γ₇	0.4187	3.01***

V-Lab

Ethereum to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ethereum to US Dollar Analyses