V-Lab
V-Lab
Bitcoin to US Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 4th, 2025:40.35% (-1.60%)
Analysis last updated: Saturday, July 5, 2025 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bitcoin to US Dollar GJR-GARCH
paramt-stat
ω0.718017.71
α0.165315.83
β0.8108146.73
γ0.01100.59
Estimation Period:
Jul 17, 2010 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts