Skip to main content
V-Lab
V-Lab

Hive Digital Technologies Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, October 8th, 2026

1 Day

613,326.15%

increased by 141,117.17%

1 Week

612,713.19%

increased by 140,504.21%

1 Month

610,271.28%

increased by 138,062.30%

Analysis last updated: Thursday, October 8, 2026 at 09:05 AM UTC

Press Delete or Backspace to remove this series.
Date Range:

from

10/07/2024

to

10/07/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hive Digital Technologies Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1998 to Oct 2, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

Unreliable tails: v = 2.00 sits at the infinite-variance boundary
ParamValuet-stat
ωconst1.4809
3.37***
αARCH0.1795
343.84***
βGARCH0.9990
3,352.35***
νDF2.0000

0.999

Persistence

693d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4809
3.37***
α

ARCH

Response to squared shocks

0.1795
343.84***
β

GARCH

Volatility persistence

0.9990
3,352.35***
ν

DF

Student-t tail thickness

2.0000

Persistence:

0.999

Half-life:

693 days