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V-Lab
V-Lab

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

Volatility prediction for Tuesday, October 20th, 2026

1 Day

53.93%

decreased by 2.47%

1 Week

55.65%

decreased by 0.75%

1 Month

60.73%

increased by 4.33%

Analysis last updated: Monday, October 19, 2026 at 09:44 PM UTC

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Date Range:

from

10/19/2024

to

10/19/2026

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 Oct 16, 2026

Model Insight

Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days. Returns follow a Student-t distribution with v = 5.44 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 18-day half-lifev = 5.44 · fat tails
ParamValuet-stat
ωconst21.8299
0.71
αARCH0.0969
1.67*
βGARCH0.9623
22.18***
νDF5.4400
0.35

0.962

Persistence

18d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

21.8299
0.71
α

ARCH

Response to squared shocks

0.0969
1.67*
β

GARCH

Volatility persistence

0.9623
22.18***
ν

DF

Student-t tail thickness

5.4400
0.35

Persistence:

0.962

Half-life:

18 days