Bitcoin to US Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:40.66% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6352 | 17.62 | |
| 0.1607 | 15.92 | |
| 0.8176 | 155.56 | |
| 0.0115 | 0.64 |
Estimation Period:
Jul 17, 2010 to Oct 25, 2025
Jul 17, 2010 to Oct 25, 2025
News Impact Curve
Volatility Forecasts
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