V-Lab: BIT Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

BIT Mining Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:73.32% (-8.10%)

Analysis last updated: Tuesday, May 20, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8832	3.59
$α$	0.2275	4.25
$β$	0.5249	6.37
$γ_{1}$	-0.1699	-0.81
$γ_{2}$	0.3064	0.94
$γ_{3}$	0.0061	0.03
$γ_{4}$	-0.4489	-2.77
$γ_{5}$	0.4366	4.55

Estimation Period:
Nov 22, 2013 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts