V-Lab: Bitcoin to US Dollar GJR-GARCH Volatility Analysis

V-Lab

Bitcoin to US Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:38.46% (-0.74%)

Analysis last updated: Friday, May 30, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7180	17.71
$α$	0.1653	15.83
$β$	0.8108	146.73
$γ$	0.0110	0.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts