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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4154	5.53***
α ARCH Response to squared shocks	0.0402	6.41***
β GARCH Volatility persistence	0.9286	106.19***
γ leverage Additional response to negative shocks	0.0013	0.11

V-Lab

Fidelity Crypto Industry and Digital Payments ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fidelity Crypto Industry and Digital Payments ETF Analyses