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V-Lab

Bitcoin Depot Inc GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, August 14th, 2026

1 Day

307.93%

decreased by 9.81%

1 Week

308.23%

decreased by 9.51%

1 Month

309.40%

decreased by 8.34%

Analysis last updated: Friday, August 14, 2026 at 09:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bitcoin Depot Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 25, 2022 to Aug 7, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3608
4.93***
α

ARCH

Response to squared shocks

0.0617
7.73***
β

GARCH

Volatility persistence

0.9383
179.07***

Persistence:

1.000

Half-life:

-