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, December 8th, 2025:39.80% (-4.83%)

Analysis last updated: Sunday, December 7, 2025 at 07:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0722	2.99
$α$	0.1749	7.77
$β$	0.7565	29.47
$γ_{1}$	-0.8173	-3.35
$γ_{2}$	1.4176	4.22
$γ_{3}$	-1.0751	-5.75
$γ_{4}$	0.8648	3.35
$γ_{5}$	-0.5232	-1.94
$γ_{6}$	0.0684	0.35
$γ_{7}$	0.1789	1.04
$γ_{8}$	-0.3235	-1.81
$γ_{9}$	0.4364	2.56
$γ_{10}$	-0.5062	-2.00

Estimation Period:
Jul 17, 2010 to Dec 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts