CMC Crypto 200 Index by Solacti GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 5th, 2024):
1 Day
55.01%
1 Week
57.67%
1 Month
63.22%
Analysis last updated: Tuesday, March 31, 2026 at 12:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7954 | 8.75 | |
| 0.0343 | 3.74 | |
| 0.7972 | 54.57 | |
| 0.1469 | 3.18 |
Estimation Period:
Apr 19, 2019 to Aug 2, 2024
Apr 19, 2019 to Aug 2, 2024
Other CMC Crypto 200 Index by Solacti Analyses