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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7067	5.42***
α ARCH Response to squared shocks	0.1452	1.40
β GARCH Volatility persistence	0.0000	0.00

V-Lab

Grayscale Dogecoin Trust Doge ETF Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

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