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{name} Model Equation

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Param	Value	t-stat
ωconst	1.6457	4.74***
αARCH	0.1992	4.74***
βGARCH	0.6143	9.80***

γ₁	0.3482	0.86
γ₂	-0.3850	-0.63
γ₃	0.5947	1.41
γ₄	-1.6472	-3.21***
γ₅	2.1265	2.70***
γ₆	-1.9375	-1.83*
γ₇	1.8010	1.96*
γ₈	-1.6721	-2.98***
γ₉	1.1127	3.07***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6457	4.74***
α ARCH Response to squared shocks	0.1992	4.74***
β GARCH Volatility persistence	0.6143	9.80***

γ₁	0.3482	0.86
γ₂	-0.3850	-0.63
γ₃	0.5947	1.41
γ₄	-1.6472	-3.21***
γ₅	2.1265	2.70***
γ₆	-1.9375	-1.83*
γ₇	1.8010	1.96*
γ₈	-1.6721	-2.98***
γ₉	1.1127	3.07***

V-Lab

Ripple to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ripple to US Dollar Analyses