BitStrat Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
96.85%
decreased by 16.29%
1 Week
96.42%
decreased by 16.72%
1 Month
95.67%
decreased by 17.47%
Analysis last updated: Thursday, May 21, 2026 at 06:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.15 | |
| 0.2789 | 6.50 | |
| 0.6343 | 24.26 | |
| -0.1050 | -2.09 |
Estimation Period:
Jul 12, 2017 to May 15, 2026
Jul 12, 2017 to May 15, 2026
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