Bitwise Bitcoin ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
40.75%
increased by 2.75%
1 Week
41.72%
increased by 3.72%
1 Month
44.57%
increased by 6.57%
Analysis last updated: Friday, May 22, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1339 | 5.78 | |
| 0.1835 | 10.58 | |
| 0.9420 | 111.89 | |
| -0.0691 | -3.77 |
Estimation Period:
Jan 11, 2024 to May 22, 2026
Jan 11, 2024 to May 22, 2026
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