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GARCH(1,1) Conditional Volatility Model for Cryptocurrencies
x402
GARCH(1,1) Conditional Volatility Model for Cryptocurrencies is a paid API for AI agents from api.carbon-cashmere.de, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-14).
Fits a GARCH(1,1) model on 4-hour OHLCV returns for a given cryptocurrency and returns model parameters, persistence metrics, half-life, and annualized conditional volatility forecasts at 1d/7d/30d horizons.
Price / call$0.05
Success—
StatusUnknown
How this service works
GARCH(1,1) conditional volatility model fit with forecasts at 1d/7d/30d horizons. Returns model parameters (omega, alpha_1, beta_1), persistence (alpha+beta), half-life in days (if stationary), and annualized conditional vol. Built via arch package on ohlcv_4h returns. Informational research data — not investment advice.
Output
Returns GARCH(1,1) model fit results including omega, alpha_1, beta_1 parameters, persistence score (alpha+beta), half-life in days (when stationary), and annualized conditional volatility with forecasts at 1-day, 7-day, and 30-day horizons. Data is derived from 4-hour OHLCV returns via the arch package.
Example use cases
Example prompt
“Can you run the GARCH(1,1) volatility model on Bitcoin and tell me the model parameters, persistence, half-life, and what the annualized conditional volatility looks like over the next 30 days?”
Technical details
Endpoint
GEThttps://api.carbon-cashmere.de/v1/garch/:coinWhen to prefer
Use this endpoint when you need rigorous time-series volatility modeling (GARCH) for a specific cryptocurrency, especially when you need persistence metrics, half-life of volatility shocks, or multi-horizon conditional volatility forecasts. Prefer over simple rolling-window volatility when model parameters and stationarity analysis are needed.
Side effects
- Unsupported coin ticker returns 400/422 validation error — only 34 specific coins are supported
- Network or server error returns 5xx
- Payment failure (x402) if USDC payment not provided or insufficient
- Coin data unavailable or insufficient history for model fit may return an error or degraded response
Tags
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