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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	1.4554	7.76***
αARCH	0.0925	4.19***
βGARCH	0.7516	13.94***

γ₁	0.1212	2.10**
γ₂	-0.2527	-2.98***
γ₃	0.2981	5.09***
γ₄	-0.3609	-3.25***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4554	7.76***
α ARCH Response to squared shocks	0.0925	4.19***
β GARCH Volatility persistence	0.7516	13.94***

γ₁	0.1212	2.10**
γ₂	-0.2527	-2.98***
γ₃	0.2981	5.09***
γ₄	-0.3609	-3.25***

V-Lab

Ethereum to US Dollar Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ethereum to US Dollar Analyses