Vol. 5 No. 6 (2026), Articles
Vol. 5 No. 6 (2026)

KRIPTOVALYUTA BOZORIDA NARX TEBRANISHLARINI STATISTIK TAHLIL QILISH USULLARI

Articles
Published 2026-10-01
Shakirova Nigora Axralovna
Tashkent State University of Economics PhD, Associate Professor Department of Economic statistics
Ibodullayev Nurbek Nurillo o’g’li
Toshkent davlat Iqtisodiyot universiteti Moliya fakulteti 2-kurs talabasi
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Keywords

kriptovalyuta, narx tebranishi, volatillik, statistik tahlil, GARCH modeli, statsionarlik, tavakkal ostidagi qiymat (VaR), raqamli aktivlar, Bitcoin.

Abstract

Ushbu maqolada kriptovalyuta bozorida kuzatiladigan narx tebranishlarini (volatillikni) statistik tahlil qilishning nazariy va uslubiy asoslari yoritilgan. Tavsiflovchi statistika ko‘rsatkichlari, statsionarlikni tekshirish testlari, geteroskedastiklikni aniqlash usullari, shuningdek ARCH/GARCH turkumidagi ekonometrik modellarning (GARCH, EGARCH, TGARCH, IGARCH) kriptovalyuta bozoriga xos xususiyatlarni — ya’ni yuqori volatillik, keskin sakrashlar, “og‘ir dum”li taqsimotlar va bozorning kecha-kunduz uzluksiz ishlashini — hisobga olgan holda qo‘llanilish imkoniyatlari tahlil qilingan. Shuningdek, kriptoaktivlar bozorini tartibga solishning xalqaro tajribasi va O‘zbekistonda raqamli aktivlar bozorini rivojlantirish istiqbollari ko‘rib chiqilgan. Tadqiqot natijalariga ko‘ra, an’anaviy moliyaviy bozorlar uchun ishlab chiqilgan statistik-ekonometrik modellarni kriptovalyuta bozori xususiyatlariga moslashtirilgan holda qo‘llash tavakkalni boshqarish samaradorligini sezilarli darajada oshirishi mumkin.

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