Bitwise Bitcoin ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
39.13%
increased by 1.24%
1 Week
40.28%
increased by 2.39%
1 Month
43.66%
increased by 5.77%
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 | |
|---|---|---|
| 0.4230 | 5.47 | |
| 0.0533 | 3.01 | |
| 0.8783 | 67.77 | |
| 0.0593 | 1.29 |
Estimation Period:
Jan 11, 2024 to May 22, 2026
Jan 11, 2024 to May 22, 2026
Other Bitwise Bitcoin ETF Analyses
Other GJR-GARCH Analyses on ETFs