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V-Lab
V-Lab

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

Volatility prediction for Wednesday, September 9th, 2026

1 Day

85.33%

increased by 4.92%

1 Week

85.05%

increased by 4.64%

1 Month

84.14%

increased by 3.73%

Analysis last updated: Tuesday, September 8, 2026 at 10:37 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 Sep 4, 2026

Model Insight

Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 5.22 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 24-day half-lifev = 5.22 · fat tails
ParamValuet-stat
ωconst25.6188
0.81
αARCH0.1020
2.27**
βGARCH0.9710
33.48***
νDF5.2201
0.47

0.971

Persistence

24d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

25.6188
0.81
α

ARCH

Response to squared shocks

0.1020
2.27**
β

GARCH

Volatility persistence

0.9710
33.48***
ν

DF

Student-t tail thickness

5.2201
0.47

Persistence:

0.971

Half-life:

24 days