Bitcoin to Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.57% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3600 | 12.67 | |
| 0.0990 | 16.64 | |
| 0.8956 | 219.45 | |
| -0.0165 | -1.90 |
Estimation Period:
Jul 19, 2010 to Feb 7, 2026
Jul 19, 2010 to Feb 7, 2026
News Impact Curve
Volatility Forecasts
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