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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	9.63***
α ARCH Response to squared shocks	0.0465	3.06***
β GARCH Volatility persistence	0.3892	10.67***
γ leverage Additional response to negative shocks	0.6773	6.94***

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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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