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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Binancecoin to US Dollar GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 20, 2018 to Aug 22, 2026

Model 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

ParameterValuet-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