V-Lab: Bitcoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bitcoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 31st, 2025:49.72% (-1.95%)

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
$ω$	0.8223	2.69
$α$	0.1845	6.90
$β$	0.7282	25.70
$γ_{1}$	-1.1791	-4.11
$γ_{2}$	1.9098	4.89
$γ_{3}$	-1.1311	-4.07
$γ_{4}$	0.4763	1.57
$γ_{5}$	0.2329	1.00
$γ_{6}$	-0.6771	-3.17
$γ_{7}$	0.5560	2.21
$γ_{8}$	-0.2630	-1.16
$γ_{9}$	0.1126	0.50
$γ_{10}$	-0.0510	-0.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts