Purpose Bitcoin Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:93.15% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4585 | 4.32 | |
| 0.0000 | 0.00 | |
| 0.9037 | 67.18 | |
| 0.1048 | 5.44 |
Estimation Period:
Dec 3, 2021 to Feb 13, 2026
Dec 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Bitcoin Yield ETF Analyses
Other GJR-GARCH Analyses on ETFs