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

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V-Lab

BIT Mining Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:83.33% (+0.27%)

Analysis last updated: Wednesday, May 15, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2299	12.26
$β$	0.5784	23.44
$γ$	0.0105	0.43
$λ_{1}$	0.0542	1.31
$λ_{2}$	0.0076	1.11
$λ_{3}$	0.9915	123.47

Estimation Period:
Nov 22, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts