Purpose Bitcoin ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.07% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3569 | 4.62 | |
| 0.0084 | 2.67 | |
| 0.9373 | 104.22 | |
| 0.0521 | 4.77 |
Estimation Period:
Feb 18, 2021 to Feb 6, 2026
Feb 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin ETF Analyses
Other GJR-GARCH Analyses on ETFs