Canary Litecoin Etf GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, October 20th, 2026
1 Day
48.73%
decreased by 4.13%
1 Week
49.78%
decreased by 3.08%
1 Month
53.69%
increased by 0.83%
Analysis last updated: Monday, October 19, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 27, 2025 to Oct 16, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 146 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.13 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
High persistence: persistence 0.995, shock half-life ~146 daysv = 5.13 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 53.4377 | 1.49 |
| αARCH | 0.1077 | 4.18*** |
| βGARCH | 0.9953 | 260.82*** |
| νDF | 5.1283 | 1.07 |
0.995
Persistence146d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 53.4377 | 1.49 |
α ARCH Response to squared shocks | 0.1077 | 4.18*** |
β GARCH Volatility persistence | 0.9953 | 260.82*** |
ν DF Student-t tail thickness | 5.1283 | 1.07 |
Persistence:
0.995
Half-life:
146 days
Other Canary Litecoin Etf Analyses
Other GAS-GARCH Student T Analyses on ETFs