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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 23, 2022 to Jul 11, 2026Model 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
| Parameter | Value | t-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
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