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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1905	2.50**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8486	26.71***
γ leverage Additional response to negative shocks	0.1625	3.92***

V-Lab

Invesco Galaxy Solana ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco Galaxy Solana ETF Analyses