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Parameter	Value	t-statistic
ω const Unconditional variance weight	37.7943	6.39***
α ARCH Response to squared shocks	0.0879	15.59***
β GARCH Volatility persistence	0.9990	282.12***
ν DF Student-t tail thickness	5.3122	2.86***

V-Lab

Grayscale Dogecoin Trust Doge ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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