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Parameter	Value	t-statistic
ω const Unconditional variance weight	52.7986	6.68***
α ARCH Response to squared shocks	0.1030	15.73***
β GARCH Volatility persistence	0.9984	1,324.19***
ν DF Student-t tail thickness	7.1102	2.30**

V-Lab

Canary Litecoin Etf GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canary Litecoin Etf Analyses