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{name} Model Equation

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Param	Value	t-stat
ωconst	1.2334	2.72***
αARCH	0.1337	1.63
βGARCH	0.0000	0.00

γ₁	21.1917	0.30
γ₂	-86.8023	-0.85
γ₃	154.8410	2.71***
γ₄	-179.6773	-3.92***
γ₅	243.7415	4.01***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2334	2.72***
α ARCH Response to squared shocks	0.1337	1.63
β GARCH Volatility persistence	0.0000	0.00

γ₁	21.1917	0.30
γ₂	-86.8023	-0.85
γ₃	154.8410	2.71***
γ₄	-179.6773	-3.92***
γ₅	243.7415	4.01***

V-Lab

Grayscale Dogecoin Trust Doge ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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