Fidelity WSE Orgn Bitcoin FD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.05% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4150 | 4.59 | |
| 0.0543 | 2.93 | |
| 0.8839 | 62.26 | |
| 0.0602 | 1.21 |
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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