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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ripple to US Dollar GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 7, 2018 to Jul 24, 2026

Model 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

ParameterValuet-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