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Hive Digital Technologies Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, September 16th, 2026

1 Day

588,588.99%

increased by 118,410.10%

1 Week

588,000.64%

increased by 117,821.75%

1 Month

585,657.27%

increased by 115,478.38%

Analysis last updated: Wednesday, September 16, 2026 at 09:07 AM UTC

Date Range:

from

to

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 Sep 11, 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
ωconst1.5017
0.95
αARCH0.1801
172.99***
βGARCH0.9990
953.24***
νDF2.0000

0.999

Persistence

693d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5017
0.95
α

ARCH

Response to squared shocks

0.1801
172.99***
β

GARCH

Volatility persistence

0.9990
953.24***
ν

DF

Student-t tail thickness

2.0000

Persistence:

0.999

Half-life:

693 days