V-Lab: Bitcoin to US Dollar APARCH Volatility Analysis

V-Lab

Bitcoin to US Dollar APARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:39.41% (-2.16%)

Analysis last updated: Saturday, May 17, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4609	8.25
$α$	0.1784	26.27
$β$	0.8203	132.56
$γ$	0.0267	1.45
$δ$	1.6443	23.35

Estimation Period:
Jul 17, 2010 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts