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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.1309	6.79***
γ leverage Additional response to negative shocks	0.4486	23.04***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.18
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.5586	0.22

V-Lab

Grayscale Bitcoin Miners ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Grayscale Bitcoin Miners ETF Analyses