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V-Lab

Dogecoin to US Dollar GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

48.00%

decreased by 2.84%

1 Week

50.15%

decreased by 0.69%

1 Month

56.68%

increased by 5.84%

Analysis last updated: Thursday, July 16, 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 Jul 11, 2026

Model Insight

Volatility shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days. Returns follow a Student-t distribution with v = 3.78 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

23.7897
3.70***
α

ARCH

Response to squared shocks

0.0935
20.43***
β

GARCH

Volatility persistence

0.9705
105.96***
ν

DF

Student-t tail thickness

3.7803
8.12***

Persistence:

0.971

Half-life:

23 days