Grayscale Bitcoin COV CL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:111.86% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7500 | 2,272.70 | |
| 0.5000 | 117.87 | |
| 10.0000 | 462.45 | |
| 0.1009 | 618.87 | |
| 0.8991 | 3,027.36 |
Estimation Period:
Apr 2, 2025 to Feb 6, 2026
Apr 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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