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V-Lab

Grayscale Bitcoin Miners ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

79.20%

increased by 5.26%

1 Week

78.70%

increased by 4.76%

1 Month

77.52%

increased by 3.58%

Analysis last updated: Monday, July 20, 2026 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Grayscale Bitcoin Miners ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 30, 2025 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 7 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8759
5.84***
α

ARCH

Response to squared shocks

0.0520
1.29
β

GARCH

Volatility persistence

0.8596
7.49***
γi Spline Coefficients
K=1
γ1-0.1491
-0.88

Persistence:

0.912

Half-life:

7 days