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

V-Lab

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V-Lab

Bitcoin to US Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 31st, 2025:45.21% (-1.92%)

Analysis last updated: Saturday, February 1, 2025 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0616	5.38
$β$	0.5345	27.01
$γ$	0.1699	12.17
$λ_{1}$	6.4380	0.67
$λ_{2}$	0.6838	0.68
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 17, 2010 to May 24, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts