V-Lab
Ripple to US Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
60.34%
increased by 0.57%
1 Week
64.60%
increased by 4.83%
1 Month
74.74%
increased by 14.97%
Analysis last updated: Saturday, July 25, 2026 at 06:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 7, 2018 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 2.83 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 31.5879 | 3.88*** |
α ARCH Response to squared shocks | 0.1339 | 19.06*** |
β GARCH Volatility persistence | 0.9341 | 54.33*** |
ν DF Student-t tail thickness | 2.8282 | 14.24*** |
Persistence:
0.934
Half-life:
10 days
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