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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0136	0.00
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	1.0000	0.00

γ₁	114.6403	0.00
γ₂	-282.1858	-2.01**
γ₃	263.7428	2.75***
γ₄	-27.0662	-0.29
γ₅	-342.2593	-3.09***

V-Lab

Invesco Galaxy Solana ETF Spline-GARCH Volatility Analysis

Date Range:

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