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 Tuesday, October 14th, 2025:48.62% (-5.60%)

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
$ω$	1.0775	2.98
$α$	0.1769	7.79
$β$	0.7555	29.82
$γ_{1}$	-0.8269	-3.35
$γ_{2}$	1.4256	4.22
$γ_{3}$	-1.0551	-5.34
$γ_{4}$	0.8028	2.95
$γ_{5}$	-0.4212	-1.54
$γ_{6}$	-0.0318	-0.16
$γ_{7}$	0.2396	1.36
$γ_{8}$	-0.3304	-1.83
$γ_{9}$	0.3377	2.30
$γ_{10}$	-0.1522	-1.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts