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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	8.49***
α ARCH Response to squared shocks	0.1660	2.66***
β GARCH Volatility persistence	0.4066	8.96***
γ leverage Additional response to negative shocks	0.3970	1.89*

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Bitwise XRP ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise XRP ETF Analyses