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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	121
α ARCH Response to squared shocks	0.2335	14.59***
β GARCH Volatility persistence	0.5898	36.42***
γ leverage Additional response to negative shocks	-0.0603	-2.96***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.35
λ₂ forecast adj. Forecast performance sensitivity	0.4243	0.38
λ₃ tau persistence Long-term factor persistence	0.1467	0.06

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Ripple to US Dollar MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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