VanEck Bitcoin ETF/US GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.12% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3981 | 4.65 | |
| 0.0557 | 2.93 | |
| 0.8847 | 62.91 | |
| 0.0585 | 1.16 |
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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