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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0753	6.15***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.3196	16.77***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.5309	0.14

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Grayscale Bitcoin Miners ETF MF2-GARCH Volatility Analysis

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