Purpose Bitcoin Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:85.12% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2744 | 4.61 | |
| 0.1056 | 2.18 | |
| 0.4167 | 1.82 | |
| -1.4723 | -1.05 | |
| 2.3892 | 1.15 | |
| -0.1847 | -0.15 | |
| -2.7961 | -2.80 | |
| 6.4107 | 4.53 |
Estimation Period:
Nov 30, 2021 to Feb 13, 2026
Nov 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin Yield ETF Analyses
Other Spline-GARCH Analyses on ETFs