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

V-Lab

Bitcoin to US Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:43.51% (-4.82%)

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
$ω$	401.2189	6.92
$α$	0.1082	116.19
$β$	0.9990	7,135.71
$ν$	2.5912	273.07

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