3IQ Bitcoin ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
45.95%
decreased by 0.97%
1 Week
47.39%
increased by 0.47%
1 Month
50.96%
increased by 4.04%
Analysis last updated: Saturday, May 23, 2026 at 01:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8605 | 6.08 | |
| 0.0215 | 4.51 | |
| 0.8608 | 59.38 | |
| 0.0983 | 4.37 |
Estimation Period:
Apr 19, 2021 to May 15, 2026
Apr 19, 2021 to May 15, 2026
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