V-Lab: Bitcoin to US Dollar GARCH Volatility Analysis

V-Lab

Bitcoin to US Dollar GARCH Volatility Analysis

Volatility Prediction for Friday, September 12th, 2025:36.42% (-0.82%)

Analysis last updated: Friday, September 12, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7141	17.41
$α$	0.1698	26.10
$β$	0.8115	145.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts