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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2262	15.24***
β GARCH Volatility persistence	0.5964	35.80***
γ leverage Additional response to negative shocks	-0.0545	-2.59***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.13
λ₂ forecast adj. Forecast performance sensitivity	0.5640	0.13
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Ripple to US Dollar MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ripple to US Dollar Analyses