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

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V-Lab

Bitcoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:44.24% (-0.89%)

Analysis last updated: Friday, November 7, 2025 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0613	2.92
$α$	0.1775	7.82
$β$	0.7548	29.63
$γ_{1}$	-0.8198	-3.31
$γ_{2}$	1.4114	4.15
$γ_{3}$	-1.0494	-5.44
$γ_{4}$	0.8177	3.07
$γ_{5}$	-0.4566	-1.68
$γ_{6}$	0.0088	0.04
$γ_{7}$	0.2058	1.19
$γ_{8}$	-0.3038	-1.70
$γ_{9}$	0.3199	2.16
$γ_{10}$	-0.1440	-1.56

Estimation Period:
Jul 17, 2010 to Nov 1, 2025

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