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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.8781	7.93***
α ARCH Response to squared shocks	0.0617	10.75***
β GARCH Volatility persistence	0.9632	172.48***
ν DF Student-t tail thickness	10.3648	0.78

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Fidelity WSE Orgn Bitcoin FD GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity WSE Orgn Bitcoin FD Analyses