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{name} Model Equation

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Param	Value	t-stat
ωconst	27.0010	0.81
αARCH	0.0975	2.11**
βGARCH	0.9743	40.22***
νDF	5.4117	0.43

Parameter	Value	t-statistic
ω const Unconditional variance weight	27.0010	0.81
α ARCH Response to squared shocks	0.0975	2.11**
β GARCH Volatility persistence	0.9743	40.22***
ν DF Student-t tail thickness	5.4117	0.43

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Grayscale Dogecoin Trust Doge ETF Analyses