Bitcoin to Canadian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:75.50% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5657 | 12.77 | |
| 0.1289 | 18.86 | |
| 0.8620 | 169.03 | |
| -0.0229 | -2.26 |
Estimation Period:
Jul 19, 2010 to Feb 13, 2026
Jul 19, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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