3. **GARCH Model**: - A GARCH(1,1) model is fitted using the `rugarch` package. The model assumes a Student's t-distribution for residuals to account for fat tails in financial data. - **Volatility Clustering**: The GARCH model captures volatility clustering, which is critical for cryptocurrency data. - **Assumptions**: The forecast assumes no structural breaks (e.g., regulatory changes, black swan events).

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