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{name} Model Equation

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Param	Value	t-stat
ωconst	1.6801	2.79***
αARCH	0.6656	3.79***
βGARCH	0.3915	1.84*
γleverage	-0.2925	-2.37**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6801	2.79***
α ARCH Response to squared shocks	0.6656	3.79***
β GARCH Volatility persistence	0.3915	1.84*
γ leverage Additional response to negative shocks	-0.2925	-2.37**

V-Lab

Grayscale Dogecoin Trust Doge ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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