V-Lab
Binancecoin to US Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
7,587,375.44%
decreased by 5,646,721.07%
1 Week
7,579,794.09%
decreased by 5,654,302.42%
1 Month
7,549,584.09%
decreased by 5,684,512.42%
Analysis last updated: Tuesday, August 25, 2026 at 06:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 20, 2018 to Aug 22, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0855 | 0.40 |
α ARCH Response to squared shocks | 0.3007 | 268.95*** |
β GARCH Volatility persistence | 0.9990 | 398.01*** |
ν DF Student-t tail thickness | 2.0000 | 3,816.79*** |
Persistence:
0.999
Half-life:
693 days
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