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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0475	0.57
α ARCH Response to squared shocks	-0.2368	-0.04
β GARCH Volatility persistence	0.9696	191.09***
γ leverage Additional response to negative shocks	-0.1791	-0.11

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Bitwise XRP ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise XRP ETF Analyses