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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.0000	0.01
β GARCH Volatility persistence	0.8652	123.72***
γ leverage Additional response to negative shocks	0.1402	19.65***
λ₁ tau intercept Baseline long-term coefficient	1.8575	1.86*
λ₂ forecast adj. Forecast performance sensitivity	0.0984	2.26**
λ₃ tau persistence Long-term factor persistence	0.6106	3.13***

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iShares Bitcoin Trust ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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