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{name} Model Equation

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Param	Value	t-stat
ωconst	5.0000	2.49**
αARCH	0.1066	1.65*
βGARCH	0.3741	2.52**
γleverage	0.6199	1.27

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	2.49**
α ARCH Response to squared shocks	0.1066	1.65*
β GARCH Volatility persistence	0.3741	2.52**
γ leverage Additional response to negative shocks	0.6199	1.27

V-Lab

Grayscale Dogecoin Trust Doge ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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