GARCH Volatility Analysis
The GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model is a powerful statistical tool for modeling Bitcoin's volatility clustering behavior. This live chart displays real-time volatility analysis using GARCH methodology.
The model captures the tendency for periods of high volatility to be followed by high volatility periods, and low volatility periods to be followed by low volatility periods - a key characteristic of financial time series data.
Model Information
Current Volatility:
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Current Price:
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Mean Volatility:
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Persistence:
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Model AIC:
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