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

V-Lab

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V-Lab

Bitcoin to US Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:38.75% (-3.12%)

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
$ω$	0.8244	2.74
$α$	0.1864	7.10
$β$	0.7267	25.48
$γ_{1}$	-1.2430	-4.27
$γ_{2}$	2.0079	5.03
$γ_{3}$	-1.1633	-3.99
$γ_{4}$	0.4320	1.40
$γ_{5}$	0.3393	1.42
$γ_{6}$	-0.7860	-3.24
$γ_{7}$	0.6150	2.22
$γ_{8}$	-0.2890	-1.00
$γ_{9}$	0.1734	0.39
$γ_{10}$	-0.2601	-0.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts