CoinShares Bitcoin and Ether ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:92.94% (-7.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1086 | 5.78 | |
| 0.1385 | 7.13 | |
| 0.8272 | 36.96 | |
| 0.1966 | 3.81 | |
| -0.3478 | -4.28 | |
| 0.2882 | 5.03 | |
| -0.2622 | -5.56 | |
| 0.3245 | 6.85 | |
| -0.4201 | -4.96 |
Estimation Period:
Oct 27, 1994 to Jan 23, 2026
Oct 27, 1994 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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