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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6970	0.95
αARCH	0.0690	1.25
βGARCH	0.8687	13.35***
γleverage	0.0506	0.32

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6970	0.95
α ARCH Response to squared shocks	0.0690	1.25
β GARCH Volatility persistence	0.8687	13.35***
γ leverage Additional response to negative shocks	0.0506	0.32

V-Lab

Grayscale Dogecoin Trust Doge ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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