ARIMA vs GARCH vs LSTM: Bitcoin Forecast Speed Benchmarks

ARIMA Takes 0.3s, LSTM Takes 47s — But Which One Actually Predicts?

Most Bitcoin price prediction tutorials show you the model code, run it once, and declare victory. Nobody talks about how long you'll wait for each forecast, or whether that wait time buys you anything useful.

I ran all three popular approaches — ARIMA, GARCH, and LSTM — on the same 2000-day Bitcoin price history and timed every step. The speed differences are absurd. ARIMA fits in 0.3 seconds, GARCH takes 2.1 seconds, and LSTM needs 47 seconds just to train. But here's the part that matters: the fastest model didn't produce the worst predictions, and the slowest one didn't win by much.

This post shows real training times, inference times, and forecast error for all three. If you're building a trading bot or dashboard that needs fresh predictions every hour, these numbers change which model you'd pick.

What Each Model Actually Does (And Why Speed Differs)

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