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{name} Model Equation

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Param	Value	t-stat
mwindow	121
αARCH	0.2360	3.79***
βGARCH	0.5839	7.92***
γleverage	-0.0636	-0.80
λ₁tau intercept	10.0000	0.99
λ₂forecast adj.	0.4778	1.49
λ₃tau persistence	0.0888	0.13

Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2360	3.79***
β GARCH Volatility persistence	0.5839	7.92***
γ leverage Additional response to negative shocks	-0.0636	-0.80
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.99
λ₂ forecast adj. Forecast performance sensitivity	0.4778	1.49
λ₃ tau persistence Long-term factor persistence	0.0888	0.13

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