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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.4927	11.62***
α ARCH Response to squared shocks	0.2695	6.27***
β GARCH Volatility persistence	0.3909	11.50***
γ leverage Additional response to negative shocks	0.2963	3.49***

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Franklin XRP ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin XRP ETF Analyses