V-Lab: BIT Mining Ltd MF2-GARCH Volatility Analysis

V-Lab

BIT Mining Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:119.09% (+37.86%)

Analysis last updated: Wednesday, June 18, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.2165	13.77
$β$	0.5995	25.39
$γ$	0.0052	0.24
$λ_{1}$	0.0731	2.34
$λ_{2}$	0.0080	1.17
$λ_{3}$	0.9903	130.46

Estimation Period:
Nov 22, 2013 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts