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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0000	0.67
αARCH	0.1476	1.78*
βGARCH	0.3315	0.53
γleverage	0.2662	0.40
δpower	0.5000	0.91

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	0.67
α ARCH Response to squared shocks	0.1476	1.78*
β GARCH Volatility persistence	0.3315	0.53
γ leverage Additional response to negative shocks	0.2662	0.40
δ power Transformation power	0.5000	0.91

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Grayscale Avalanche Staking ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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