iShares Bitcoin Trust ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
44.92%
increased by 1.79%
1 Week
45.44%
increased by 2.31%
1 Month
46.98%
increased by 3.85%
Analysis last updated: Tuesday, July 14, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 15, 2024 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4238 | 5.82*** |
α ARCH Response to squared shocks | 0.0723 | 8.73*** |
β GARCH Volatility persistence | 0.8867 | 62.22*** |
Persistence:
0.959
Half-life:
17 days
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