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{name} Model Equation

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Param	Value	t-stat
ωconst	3.8317	2.74***
αARCH	0.2694	3.04***
βGARCH	0.6378	10.39***
γleverage	-0.0965	-0.65

Parameter	Value	t-statistic
ω const Unconditional variance weight	3.8317	2.74***
α ARCH Response to squared shocks	0.2694	3.04***
β GARCH Volatility persistence	0.6378	10.39***
γ leverage Additional response to negative shocks	-0.0965	-0.65

V-Lab

Ripple to US Dollar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ripple to US Dollar Analyses