{"uid":"cap_DQR7qomuoLJC4TvhAk7jM","slug":"api-carbon-cashmere-de-13f43001","name":"GARCH(1,1) Conditional Volatility Model for Cryptocurrencies","description":"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.","url":"https://api.carbon-cashmere.de/v1/garch/:coin","method":"GET","headers":{},"bodySchema":null,"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.05","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"settled","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.05/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.15","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.15","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_gu4WpzsceKyHvF0iKTkpO","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.15","costPer":"request","priority":0,"asset":null,"unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"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.","exampleAgentPrompt":"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?","exampleUseCases":null,"resultDescription":"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.","failureModes":["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"],"whenToPreferThis":"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.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T06:46:55.816Z","isFirstParty":false}