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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	20.4005	42.17***
α ARCH Response to squared shocks	0.1639	3.27***
β GARCH Volatility persistence	0.1547	2.87***
ν DF Student-t tail thickness	200.0000	0.03

V-Lab

Grayscale Bitcoin Miners ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Grayscale Bitcoin Miners ETF Analyses