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

V-Lab

Bitcoin to US Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 16th, 2025:30.12% (-2.34%)

Analysis last updated: Saturday, May 17, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9801	2.79
$α$	0.1814	7.63
$β$	0.7514	29.41
$γ_{1}$	-0.9916	-3.82
$γ_{2}$	1.6682	4.73
$γ_{3}$	-1.1363	-4.92
$γ_{4}$	0.7133	2.38
$γ_{5}$	-0.1749	-0.65
$γ_{6}$	-0.3059	-1.63
$γ_{7}$	0.4274	2.09
$γ_{8}$	-0.4199	-1.99
$γ_{9}$	0.3401	1.69
$γ_{10}$	-0.0625	-0.22

Estimation Period:
Jul 17, 2010 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts