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{name} Model Equation

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Param	Value	t-stat
mwindow	126
αARCH	0.3084	4.48***
βGARCH	0.6120	11.35***
γleverage	-0.1211	-1.36
λ₁tau intercept	0.0953	0.13
λ₂forecast adj.	0.0000	0.00
λ₃tau persistence	0.9966	33.66***

Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.3084	4.48***
β GARCH Volatility persistence	0.6120	11.35***
γ leverage Additional response to negative shocks	-0.1211	-1.36
λ₁ tau intercept Baseline long-term coefficient	0.0953	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.0000	0.00
λ₃ tau persistence Long-term factor persistence	0.9966	33.66***

V-Lab

Ripple to US Dollar MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ripple to US Dollar Analyses