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{name} Model Equation

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Param	Value	t-stat
mwindow	121
αARCH	0.2353	3.82***
βGARCH	0.5857	7.95***
γleverage	-0.0673	-0.86
λ₁tau intercept	10.0000	1.13
λ₂forecast adj.	0.5417	1.82*
λ₃tau persistence	0.0172	0.03

Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2353	3.82***
β GARCH Volatility persistence	0.5857	7.95***
γ leverage Additional response to negative shocks	-0.0673	-0.86
λ₁ tau intercept Baseline long-term coefficient	10.0000	1.13
λ₂ forecast adj. Forecast performance sensitivity	0.5417	1.82*
λ₃ tau persistence Long-term factor persistence	0.0172	0.03

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