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 Friday, June 20th, 2025:116.69% (+40.07%)

Analysis last updated: Wednesday, June 18, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8798	3.63
$α$	0.2241	4.23
$β$	0.5283	6.39
$γ_{1}$	-0.1718	-0.84
$γ_{2}$	0.3150	1.00
$γ_{3}$	-0.0147	-0.06
$γ_{4}$	-0.4232	-2.65
$γ_{5}$	0.4212	4.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts