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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.8806	0.33
αARCH	0.0865	1.34
βGARCH	0.8620	10.12***
γleverage	0.2000	0.86
δpower	2.1416	1.20

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8806	0.33
α ARCH Response to squared shocks	0.0865	1.34
β GARCH Volatility persistence	0.8620	10.12***
γ leverage Additional response to negative shocks	0.2000	0.86
δ power Transformation power	2.1416	1.20

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Grayscale Dogecoin Trust Doge ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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