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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2022 to Jul 24, 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.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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