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

V-Lab

Bitcoin to US Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:40.61% (-2.95%)

Analysis last updated: Saturday, April 19, 2025 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0101	2.85
$α$	0.1817	7.65
$β$	0.7512	29.43
$γ_{1}$	-0.9528	-3.69
$γ_{2}$	1.6056	4.57
$γ_{3}$	-1.0947	-4.73
$γ_{4}$	0.6827	2.28
$γ_{5}$	-0.1546	-0.58
$γ_{6}$	-0.3155	-1.69
$γ_{7}$	0.4313	2.13
$γ_{8}$	-0.4298	-2.11
$γ_{9}$	0.3727	2.27
$γ_{10}$	-0.1585	-1.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts