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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
ωlong-run	20.5230	0.71
αscore	0.0922	1.53
βpersistence	0.9608	21.86***
νDF	5.6954	0.29

Parameter	Value	t-statistic
ω long-run Long-run variance given a price move	20.5230	0.71
α score Weight on the scaled score	0.0922	1.53
β persistence Volatility persistence	0.9608	21.86***
ν DF Student-t tail thickness	5.6954	0.29

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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