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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	2.35**
α ARCH Response to squared shocks	0.0991	5.12***
β GARCH Volatility persistence	0.4296	2.97***
γ leverage Additional response to negative shocks	1.0000	499.50***
δ power Transformation power	0.5000	2.95***

V-Lab

Grayscale Avalanche Staking ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Grayscale Avalanche Staking ETF Analyses