V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Sep 11, 2026Model 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.5017 | 0.95 |
| αARCH | 0.1801 | 172.99*** |
| βGARCH | 0.9990 | 953.24*** |
| νDF | 2.0000 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-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
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