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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1761	3.35***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8463	34.34***
γ leverage Additional response to negative shocks	0.1565	4.18***

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VanEck Solana ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other VanEck Solana ETF Analyses