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Keith Reuben Muyungi

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Open access Sep 2026

Volatility Analysis of Cryptocurrency Markets: A Comparative Study of EGARCH, LSTM and Hybrid Forecasting Models for Bitcoin and Ethereum

This paper compares econometric and deep learning approaches to one-day-ahead volatility forecasting for Bitcoin (BTC/USD) and Ethereum (ETH/USD) over the period from January 2016 to December 2025. Seven models are evaluated: a symmetric GARCH(1,1) with Student-t innovations, an asymmetric EGARCH(1,1) with Student-t in...

Keith Reuben Muyungi, Jun-Juan Hu · 0 citations

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