Purpose Bitcoin ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:75.73% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3877 | 4.58 | |
| 0.0088 | 2.76 | |
| 0.9312 | 98.41 | |
| 0.0633 | 5.03 |
Estimation Period:
Feb 25, 2021 to Feb 13, 2026
Feb 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin ETF Analyses
Other GJR-GARCH Analyses on ETFs