V-Lab: Bitcoin to US Dollar EGARCH Volatility Analysis

V-Lab

Bitcoin to US Dollar EGARCH Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:47.61% (-4.69%)

Analysis last updated: Saturday, June 28, 2025 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1869	19.97
$α$	0.3143	29.09
$β$	0.9464	323.00
$γ$	-0.0090	-0.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts