Bitwise Bitcoin ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
40.22%
decreased by 0.55%
1 Week
41.08%
increased by 0.31%
1 Month
43.65%
increased by 2.88%
Analysis last updated: Monday, July 20, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 11, 2024 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3957 | 5.79*** |
α ARCH Response to squared shocks | 0.0725 | 8.73*** |
β GARCH Volatility persistence | 0.8884 | 63.88*** |
Persistence:
0.961
Half-life:
17 days
Other Bitwise Bitcoin ETF Analyses
Other GARCH Analyses on ETFs