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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3651	2.63***
α ARCH Response to squared shocks	0.0726	1.15
β GARCH Volatility persistence	0.0000	0.00

γ₁	60.9929	0.68
γ₂	-163.5802	-1.29
γ₃	217.8794	3.47***
γ₄	-203.7660	-4.33***
γ₅	130.9390	3.82***

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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