CoinShares Bitcoin and Ether ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:95.41% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 15.42 | |
| 0.0821 | 13.37 | |
| 0.8864 | 223.12 | |
| 0.0628 | 7.99 |
Estimation Period:
Oct 27, 1994 to Feb 13, 2026
Oct 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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