# GARCH(1,1) Conditional Volatility Model for Cryptocurrencies

> 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.

## Facts

- Endpoint: GET https://api.carbon-cashmere.de/v1/garch/:coin
- Price: $0.05/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-14
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-carbon-cashmere-de-13f43001
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_DQR7qomuoLJC4TvhAk7jM

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-carbon-cashmere-de-13f43001
```

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?

## When to prefer this

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.

## Known failure modes

- 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

## 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.

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/api-carbon-cashmere-de-13f43001/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from api.carbon-cashmere.de](https://www.zero.xyz/host/api.carbon-cashmere.de/llms.txt)