Franklin Bitcoin ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.45% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1593 | 5.42 | |
| 0.1911 | 10.05 | |
| 0.9336 | 89.08 | |
| -0.0748 | -3.52 |
Estimation Period:
Jan 11, 2024 to Feb 6, 2026
Jan 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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