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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CMC Crypto 200 Index by Solacti GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.79548.75
α0.03433.74
β0.797254.57
γ0.14693.18
Estimation Period:
Apr 19, 2019 to Aug 2, 2024