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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

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bitcoin to Euro GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 19, 2010 to Jul 25, 2026

Model 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

ParameterValuet-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