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V-Lab

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

Volatility prediction for Friday, July 10th, 2026

1 Day

60.34%

decreased by 2.84%

1 Week

61.16%

decreased by 2.02%

1 Month

64.02%

increased by 0.84%

Analysis last updated: Thursday, July 9, 2026 at 09:40 PM 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 Jul 2, 2026

Model Insight

Volatility shocks decay with a half-life of 45 trading days, meaning a shock loses half its impact after approximately 45 days. Returns follow a Student-t distribution with v = 4.89 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

27.5238
3.11***
α

ARCH

Response to squared shocks

0.0653
11.03***
β

GARCH

Volatility persistence

0.9847
158.91***
ν

DF

Student-t tail thickness

4.8909
1.74*

Persistence:

0.985

Half-life:

45 days