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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1661	1.38
α ARCH Response to squared shocks	0.1280	4.13***
β GARCH Volatility persistence	0.9362	30.97***
γ leverage Additional response to negative shocks	-0.1266	-5.47***

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21Shares Solana ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other 21Shares Solana ETF Analyses