VanEck Bitcoin ETF/US EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:80.83% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 5.46 | |
| 0.1883 | 10.01 | |
| 0.9407 | 100.18 | |
| -0.0701 | -3.53 |
Estimation Period:
Jan 11, 2024 to Feb 6, 2026
Jan 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Bitcoin ETF/US Analyses
Other EGARCH Analyses on ETFs