V-Lab: Bitcoin to US Dollar APARCH Volatility Analysis

Skip to main content

V-Lab

Bitcoin to US Dollar APARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:39.47% (-2.16%)

Analysis last updated: Tuesday, October 28, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4257	8.23
$α$	0.1737	26.34
$β$	0.8261	140.00
$γ$	0.0270	1.49
$δ$	1.6719	23.35

Estimation Period:
Jul 17, 2010 to Oct 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts