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V-Lab

Bitcoin Depot Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

1,934.84%

decreased by 349.70%

1 Week

1,928.76%

decreased by 355.78%

1 Month

1,904.78%

decreased by 379.76%

Analysis last updated: Saturday, July 25, 2026 at 09:22 AM 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 Jul 24, 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

149.0427
10.39***
α

ARCH

Response to squared shocks

0.1119
68.20***
β

GARCH

Volatility persistence

0.9968
3,164.52***
ν

DF

Student-t tail thickness

2.0027

Persistence:

0.997

Half-life:

218 days