Bitcoin to Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:78.17% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7128 | 13.21 | |
| 0.1525 | 13.55 | |
| 0.8435 | 119.61 | |
| -0.0378 | -1.76 |
Estimation Period:
Jul 19, 2010 to Feb 7, 2026
Jul 19, 2010 to Feb 7, 2026
News Impact Curve
Volatility Forecasts
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