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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2022 to Aug 21, 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=9
| γ1 | -0.6967 | -0.12 |
| γ2 | 27.2474 | 2.29** |
| γ3 | -49.2192 | -3.49*** |
| γ4 | 26.5575 | 2.03** |
| γ5 | -5.3667 | -0.57 |
| γ6 | 3.1679 | 0.31 |
| γ7 | -4.7612 | -0.47 |
| γ8 | 11.6181 | 1.65* |
| γ9 | -14.5722 | -3.38*** |
Persistence:
0.781
Half-life:
3 days
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