Purpose Bitcoin Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:81.37% (-15.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7495 | 16.83 | |
| 0.1480 | 14.30 | |
| 0.6448 | 55.38 | |
| 1.7329 | 9.90 |
Estimation Period:
Dec 3, 2021 to Feb 6, 2026
Dec 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin Yield ETF Analyses
Other AGARCH Analyses on ETFs