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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5312	4.05***
α ARCH Response to squared shocks	0.0856	1.48
β GARCH Volatility persistence	0.8467	8.47***

V-Lab

Canary Litecoin Etf Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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