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V-Lab

Dogecoin to US Dollar GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 19th, 2026

1 Day

37.09%

decreased by 1.74%

1 Week

39.98%

increased by 1.15%

1 Month

48.54%

increased by 9.71%

Analysis last updated: Wednesday, August 19, 2026 at 06:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Dogecoin to US Dollar GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 23, 2022 to Aug 15, 2026

Model Insight

Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days. Returns follow a Student-t distribution with v = 3.76 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

23.3503
3.74***
α

ARCH

Response to squared shocks

0.0914
22.95***
β

GARCH

Volatility persistence

0.9746
126.75***
ν

DF

Student-t tail thickness

3.7566
9.33***

Persistence:

0.975

Half-life:

27 days