Purpose Bitcoin Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.30% (-8.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2100 | 21.42 | |
| 0.1632 | 14.11 | |
| 0.4770 | 32.68 | |
| 1.4812 | 7.39 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin Yield ETF Analyses
Other AGARCH Analyses on ETFs