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 Wednesday, October 29th, 2025:32.57% (-0.42%)

Analysis last updated: Wednesday, October 29, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1573	24.97
$β$	0.7068	59.39
$γ$	0.0625	6.12
$λ_{1}$	0.2430	3.92
$λ_{2}$	0.0562	3.71
$λ_{3}$	0.9315	48.65

Estimation Period:
Jul 17, 2010 to Oct 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts