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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	1.1008	2.84***
α ARCH Response to squared shocks	0.1461	1.01
β GARCH Volatility persistence	0.0000	0.00

γ₁	111.0489	1.36
γ₂	-251.7133	-2.03**
γ₃	269.7800	3.04***
γ₄	-208.7621	-2.81***
γ₅	110.3699	2.49**

V-Lab

Franklin XRP ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin XRP ETF Analyses