V-Lab: Bitcoin to US Dollar MF2-GARCH Volatility Analysis

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V-Lab

Bitcoin to US Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:39.74% (-3.07%)

Analysis last updated: Friday, November 28, 2025 at 07:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1564	24.99
$β$	0.7075	59.19
$γ$	0.0619	6.15
$λ_{1}$	0.2472	3.94
$λ_{2}$	0.0570	3.67
$λ_{3}$	0.9304	47.45

Estimation Period:
Jul 17, 2010 to Nov 22, 2025

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