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FORECASTING BITCOIN VOLATILITY: ARCH/GARCH MODELS
Journal: International Scientific Journal "Internauka" (Vol.1, No. 167)Publication Date: 2024-12-31
Authors : Yarema Oleg; Vasko Andrii;
Page : 64-68
Keywords : cryptocurrency volatility; Bitcoin; forecasting; ARCH; GARCH; market risks; financial models; investment strategies; data analysis; price dynamics;
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Abstract
Cryptocurrencies, in particular Bitcoin, are characterized by high volatility, which creates significant challenges for investors and traders, but at the same time opens up opportunities for profitable strategies. The article explores methods for forecasting cryptocurrency volatility using ARCH/GARCH models. Their effectiveness and limitations in volatile market conditions are considered.
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Last modified: 2025-01-24 01:20:46