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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	10.75***
α ARCH Response to squared shocks	0.0632	4.11***
β GARCH Volatility persistence	0.3172	9.27***
γ leverage Additional response to negative shocks	0.7999	6.76***

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Grayscale Dogecoin Trust Doge ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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