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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6436	11.60***
α ARCH Response to squared shocks	0.2583	6.63***
β GARCH Volatility persistence	0.3795	10.91***
γ leverage Additional response to negative shocks	0.2990	3.68***

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Bitwise XRP ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise XRP ETF Analyses