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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2022 to Aug 21, 2026Extended 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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