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V-Lab

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Bitcoin to Euro EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 19, 2010 to Jul 11, 2026

Model 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

ParameterValuet-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