Bitwise Bitcoin ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
49.57%
increased by 1.81%
1 Week
49.91%
increased by 2.15%
1 Month
49.99%
increased by 2.23%
Analysis last updated: Friday, May 22, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1337 | 29.27 | |
| 0.0900 | 8.61 | |
| 0.0000 | 0.00 | |
| 4.5931 | 10.05 |
Estimation Period:
Jan 11, 2024 to May 22, 2026
Jan 11, 2024 to May 22, 2026
Other Bitwise Bitcoin ETF Analyses
Other AGARCH Analyses on ETFs