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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	2.9946	12.67***
α ARCH Response to squared shocks	0.6300	8.81***
β GARCH Volatility persistence	-0.1085	-1.35
γ leverage Additional response to negative shocks	-0.1584	-2.72***

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Franklin XRP ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin XRP ETF Analyses