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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2293	14.58***
β GARCH Volatility persistence	0.5922	37.11***
γ leverage Additional response to negative shocks	-0.0565	-2.80***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.25
λ₂ forecast adj. Forecast performance sensitivity	0.4756	0.26
λ₃ tau persistence Long-term factor persistence	0.0919	0.03

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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