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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	20.0383	5.12***
α ARCH Response to squared shocks	0.1617	2.93***
β GARCH Volatility persistence	0.5562	9.00***
ν DF Student-t tail thickness	3.6607	1.54

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