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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	1.3441	1.37
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7267	0.81

γ₁	134.5630	1.19
γ₂	-283.2078	-1.85*
γ₃	270.6063	3.35***
γ₄	-162.7293	-2.59***
γ₅	-20.5784	-0.29

V-Lab

Bitwise XRP ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bitwise XRP ETF Analyses