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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5827	13.48***
α ARCH Response to squared shocks	0.2119	8.99***
β GARCH Volatility persistence	0.6962	63.38***
γ leverage Additional response to negative shocks	0.0579	1.53

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Fidelity WSE Orgn Bitcoin FD Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity WSE Orgn Bitcoin FD Analyses