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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3891	7.51***
α ARCH Response to squared shocks	0.0693	1.59
β GARCH Volatility persistence	0.8481	10.26***

V-Lab

Fidelity WSE Orgn Bitcoin FD Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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