Mohammad Faris Al Fatih

Multi-Horizon Bitcoin Volatility Forecasting Using Support Vector Machines

This study uses Support Vector Regression (SVR) to forecast Bitcoin realized volatility across four timeframes (2h, 4h, 8h, and daily) and four forecast horizons using Binance OHLCV data from January 2023 to June 2026. Realized volatility is estimated using a 5-period rolling standard deviation of log returns. We const...