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 Tuesday, October 14th, 2025:49.30% (-6.61%)

Analysis last updated: Tuesday, October 14, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1568	24.84
$β$	0.7055	58.12
$γ$	0.0644	6.24
$λ_{1}$	0.2654	3.91
$λ_{2}$	0.0595	3.59
$λ_{3}$	0.9271	44.46

Estimation Period:
Jul 17, 2010 to Oct 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts