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V-Lab

Bitcoin to US Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:19.48% (+0.16%)
Analysis last updated: Thursday, January 1, 2026 at 07:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bitcoin to US Dollar SGARCH
paramt-stat
ω1.08043.01
α0.17467.78
β0.756329.42
γ1-0.8029-3.31
γ21.39614.16
γ3-1.0676-5.81
γ40.87383.44
γ5-0.5494-2.05
γ60.09970.50
γ70.15470.91
γ8-0.3099-1.76
γ90.44462.64
γ10-0.5959-2.45
Estimation Period:
Jul 17, 2010 to Dec 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts