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V-Lab
V-Lab

Grayscale Dogecoin Trust Doge ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

71.87%

increased by 3.66%

1 Week

72.29%

increased by 4.08%

1 Month

73.65%

increased by 5.44%

Analysis last updated: Wednesday, September 16, 2026 at 02:48 AM UTC

Date Range:

from

to

6M ·

All

graph of Grayscale Dogecoin Trust Doge ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 24, 2025 to Sep 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 = 5.37 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 23-day half-lifev = 5.37 · fat tails
ParamValuet-stat
ωconst24.5992
0.79
αARCH0.1006
2.05**
βGARCH0.9700
32.28***
νDF5.3707
0.42

0.970

Persistence

23d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

24.5992
0.79
α

ARCH

Response to squared shocks

0.1006
2.05**
β

GARCH

Volatility persistence

0.9700
32.28***
ν

DF

Student-t tail thickness

5.3707
0.42

Persistence:

0.970

Half-life:

23 days