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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	9.9974	8.70***
α ARCH Response to squared shocks	0.0708	9.56***
β GARCH Volatility persistence	0.9556	137.34***
ν DF Student-t tail thickness	10.2819	0.85

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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