BitStrat Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
73.19%
decreased by 3.29%
1 Week
78.99%
increased by 2.51%
1 Month
88.30%
increased by 11.82%
Analysis last updated: Friday, June 12, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.02 | |
| 0.2713 | 6.44 | |
| 0.6358 | 24.34 | |
| -0.0951 | -1.94 |
Estimation Period:
Jul 12, 2017 to Jun 5, 2026
Jul 12, 2017 to Jun 5, 2026
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