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, April 26th, 2024:51.69% (-2.41%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8461	2.82
$α$	0.1865	7.01
$β$	0.7250	25.18
$γ_{1}$	-1.1968	-4.16
$γ_{2}$	1.9357	4.88
$γ_{3}$	-1.1220	-3.84
$γ_{4}$	0.4121	1.34
$γ_{5}$	0.3396	1.43
$γ_{6}$	-0.7717	-3.22
$γ_{7}$	0.5905	2.21
$γ_{8}$	-0.2482	-1.00
$γ_{9}$	0.0903	0.31
$γ_{10}$	-0.0426	-0.15

Estimation Period:
Jul 17, 2010 to Mar 9, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts