V-Lab: Bitcoin to US Dollar GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Bitcoin to US Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:72.65% (-5.41%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	499.8871	7.08
$α$	0.1104	114.87
$β$	0.9990	7291.97
$ν$	2	362.63

Estimation Period:
Jul 17, 2010 to Mar 9, 2024