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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 23, 2022 to Aug 15, 2026Model 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
| Parameter | Value | t-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
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