V-Lab
Bitcoin to Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
40.30%
decreased by 4.02%
1 Week
43.00%
decreased by 1.32%
1 Month
52.36%
increased by 8.04%
Analysis last updated: Sunday, July 26, 2026 at 07:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 19, 2010 to Jul 25, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 431 trading days (~1.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.77 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 285.3575 | 6.71*** |
α ARCH Response to squared shocks | 0.1201 | 116.91*** |
β GARCH Volatility persistence | 0.9984 | 4,437.31*** |
ν DF Student-t tail thickness | 2.7659 | 180.94*** |
Persistence:
0.998
Half-life:
431 days
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