Purpose Bitcoin ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.43% (-9.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5391 | 22.16 | |
| 0.1361 | 17.55 | |
| 0.6552 | 58.96 | |
| 1.3878 | 7.58 |
Estimation Period:
Feb 25, 2021 to Feb 6, 2026
Feb 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin ETF Analyses
Other AGARCH Analyses on ETFs