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

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V-Lab

Bitcoin to US Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:27.16% (-1.27%)

Analysis last updated: Saturday, November 1, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0531	2.99
$α$	0.1775	7.73
$β$	0.7523	29.00
$γ_{1}$	-0.8444	-3.47
$γ_{2}$	1.4571	4.36
$γ_{3}$	-1.0857	-5.66
$γ_{4}$	0.8414	3.18
$γ_{5}$	-0.4671	-1.73
$γ_{6}$	0.0034	0.02
$γ_{7}$	0.2349	1.36
$γ_{8}$	-0.3748	-2.08
$γ_{9}$	0.4921	2.92
$γ_{10}$	-0.6143	-2.58

Estimation Period:
Jul 17, 2010 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts