Bitcoin Depot Inc Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 25th, 2026):
1 Day
329.06%
1 Week
356.83%
1 Month
388.06%
Analysis last updated: Wednesday, September 2, 2026 at 05:49 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2022 to Aug 24, 2026Model 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.1250 | 2.35** |
| αARCH | 0.1660 | 3.43*** |
| βGARCH | 0.6141 | 6.45*** |
Spline Coefficients
K=9
| γ1 | -0.6312 | -0.11 |
| γ2 | 27.1166 | 2.29** |
| γ3 | -49.1133 | -3.49*** |
| γ4 | 26.5038 | 2.03** |
| γ5 | -5.3398 | -0.57 |
| γ6 | 3.1163 | 0.30 |
| γ7 | -4.6290 | -0.46 |
| γ8 | 11.3433 | 1.62 |
| γ9 | -14.2386 | -3.35*** |
0.780
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1250 | 2.35** |
α ARCH Response to squared shocks | 0.1660 | 3.43*** |
β GARCH Volatility persistence | 0.6141 | 6.45*** |
Spline Coefficients
K=9
| γ1 | -0.6312 | -0.11 |
| γ2 | 27.1166 | 2.29** |
| γ3 | -49.1133 | -3.49*** |
| γ4 | 26.5038 | 2.03** |
| γ5 | -5.3398 | -0.57 |
| γ6 | 3.1163 | 0.30 |
| γ7 | -4.6290 | -0.46 |
| γ8 | 11.3433 | 1.62 |
| γ9 | -14.2386 | -3.35*** |
Persistence:
0.780
Half-life:
3 days
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