Bitcoin to Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.97% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4866 | 4.62 | |
| 0.1431 | 7.29 | |
| 0.8048 | 30.58 | |
| 0.1071 | 1.12 | |
| -0.1838 | -1.16 | |
| 0.2832 | 2.27 | |
| -0.3736 | -3.52 | |
| 0.2517 | 2.44 | |
| -0.1702 | -1.86 | |
| 0.1390 | 2.23 |
Estimation Period:
Jul 19, 2010 to Feb 14, 2026
Jul 19, 2010 to Feb 14, 2026
News Impact Curve
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