V-Lab: BIT Mining Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

BIT Mining Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:119.40% (-3.03%)

Analysis last updated: Thursday, May 2, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3666	4.34
$α$	0.2402	3.81
$β$	0.4186	4.44
$γ_{1}$	2.1620	2.03
$γ_{2}$	-3.3512	-1.60
$γ_{3}$	1.5197	0.74
$γ_{4}$	0.1297	0.10
$γ_{5}$	-0.9878	-1.60
$γ_{6}$	1.6134	2.42
$γ_{7}$	-2.2212	-3.25
$γ_{8}$	1.9108	2.65
$γ_{9}$	-2.1575	-2.04
$γ_{10}$	3.5218	2.15

Estimation Period:
Nov 22, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts