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

V-Lab

Bitcoin to US Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:42.47% (-2.34%)

Analysis last updated: Saturday, April 19, 2025 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1570	24.25
$β$	0.6971	52.09
$γ$	0.0672	6.28
$λ_{1}$	0.3817	3.70
$λ_{2}$	0.0725	3.13
$λ_{3}$	0.9089	31.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts