Historical volatility fluctuations of bitcoin: influenced by real-world events

Bitcoin market has exhibited substantial volatility over time. Bitcoin returns exhibit high standard deviation. This study employs the GARCH (1,1) model with normal (norm), Student-t (std), and generalized error distributions (ged) to estimate Bitcoin conditional volatility. Bitcoin exhibits fat-tai...

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Bibliographic Details

Main Authors:	Suleiman Dahir Mohamed, Mohd Tahir Ismail, Majid Khan Majahar Ali
Format:	Article
Language:	en
Published:	Penerbit Universiti Kebangsaan Malaysia 2025
Online Access:	http://journalarticle.ukm.my/26431/1/Paper_17%20-.pdf http://journalarticle.ukm.my/26431/ https://www.ukm.my/jqma/
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