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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	18.8841	5.16***
α ARCH Response to squared shocks	0.1636	3.26***
β GARCH Volatility persistence	0.5957	10.17***
ν DF Student-t tail thickness	3.7039	1.67*

V-Lab

Bitwise XRP ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise XRP ETF Analyses