V-Lab: Bitcoin to US Dollar EGARCH Volatility Analysis

V-Lab

Bitcoin to US Dollar EGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:35.11% (+1.68%)

Analysis last updated: Friday, September 19, 2025 at 11:29 PM 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