V-Lab
Bitcoin Group SE GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 28th, 2026
1 Day
93.90%
increased by 17.79%
1 Week
89.57%
increased by 13.46%
1 Month
78.03%
increased by 1.92%
Analysis last updated: Saturday, September 26, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Sep 25, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 4.45 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 8-day half-lifev = 4.45 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 13.7505 | 1.60 |
| αARCH | 0.1546 | 3.38*** |
| βGARCH | 0.9196 | 17.67*** |
| νDF | 4.4475 | 1.44 |
0.920
Persistence8d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 13.7505 | 1.60 |
α ARCH Response to squared shocks | 0.1546 | 3.38*** |
β GARCH Volatility persistence | 0.9196 | 17.67*** |
ν DF Student-t tail thickness | 4.4475 | 1.44 |
Persistence:
0.920
Half-life:
8 days
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