Bitcoin to Euro EGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
35.35%
decreased by 2.46%
1 Week
38.39%
increased by 0.58%
1 Month
50.07%
increased by 12.26%
Analysis last updated: Monday, July 13, 2026 at 12:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 19, 2010 to Jul 11, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1519 | 17.87*** |
α ARCH Response to squared shocks | 0.2806 | 36.32*** |
β GARCH Volatility persistence | 0.9569 | 338.61*** |
γ leverage Additional response to negative shocks | 0.0034 | 0.52 |
Persistence:
0.957
Half-life:
16 days
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