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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	0.5887	2.27**
α ARCH Response to squared shocks	0.1245	1.17
β GARCH Volatility persistence	0.0000	0.00

γ₁	-72.0631	-2.15**
γ₂	113.4774	2.44**
γ₃	-90.8423	-2.39**

V-Lab

Franklin XRP ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin XRP ETF Analyses