SYSTEM: ONLINE TARGET: SEPTALABS JOURNAL OF CYBERPUNK TECHNOLOGIES E-ISSN: 2567-7594 TIME: 09:59:22 /// WARNING: HIGH VOLTAGE ///
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Cryptocurrency Volatility and its Correlation with Global Stock Markets

Jane Smith Department of Computer Science, Stanford University
PUBLISHED: 2025-12-14 2 SCANS

ABSTRACT_DATA

This paper examines the dynamic relationship between major cryptocurrencies and global stock market indices. Using a multivariate GARCH model, we analyze volatility spillovers and correlation patterns. The findings suggest that while cryptocurrencies were initially uncorrelated assets, they are increasingly moving in tandem with traditional financial markets during periods of economic instability.