Purpose Bitcoin Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:81.09% (-7.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1786 | 5.19 | |
| 0.1159 | 1.69 | |
| 0.4610 | 2.77 | |
| -2.0635 | -1.50 | |
| 3.1344 | 1.53 | |
| -0.4238 | -0.34 | |
| -2.5613 | -2.47 | |
| 5.9337 | 3.80 |
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 Spline-GARCH Analyses on ETFs