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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	5.0000	7.94***
α ARCH Response to squared shocks	0.1459	2.50**
β GARCH Volatility persistence	0.4358	9.55***
γ leverage Additional response to negative shocks	0.3952	2.05**

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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