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V-Lab

Bitcoin Depot Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

347.07%

decreased by 22.80%

1 Week

369.91%

increased by 0.04%

1 Month

396.10%

increased by 26.23%

Analysis last updated: Saturday, August 22, 2026 at 01:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bitcoin Depot Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 25, 2022 to Aug 21, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1249
2.35**
α

ARCH

Response to squared shocks

0.1677
3.45***
β

GARCH

Volatility persistence

0.6131
6.46***
γi Spline Coefficients
K=9
γ1-0.6967
-0.12
γ227.2474
2.29**
γ3-49.2192
-3.49***
γ426.5575
2.03**
γ5-5.3667
-0.57
γ63.1679
0.31
γ7-4.7612
-0.47
γ811.6181
1.65*
γ9-14.5722
-3.38***

Persistence:

0.781

Half-life:

3 days