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V-Lab

Bitcoin Depot Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

61.54%

decreased by 14.77%

1 Week

65.10%

decreased by 11.21%

1 Month

77.42%

increased by 1.11%

Analysis last updated: Saturday, August 22, 2026 at 01:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bitcoin Depot Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 25, 2022 to Aug 21, 2026
Extended Optimization

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

254.1344
9.11***
α

ARCH

Response to squared shocks

0.1549
116.39***
β

GARCH

Volatility persistence

0.9962
2,406.40***
ν

DF

Student-t tail thickness

2.0020

Persistence:

0.996

Half-life:

184 days